ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$m$	36
$α$	0.0994	11.90
$β$	0.7240	36.23
$γ$	0.0319	2.31
$λ_{1}$	0.0097	1.69
$λ_{2}$	0.0497	2.17
$λ_{3}$	0.9398	34.62

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Optimal Blue 30-Year Fixed Rate FHA Mortgage Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:13.43% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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