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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)

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	param	t-stat
$ω$	0.0163	9.58
$α$	0.1382	26.72
$β$	0.9839	718.67
$γ$	0.0215	2.38

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Optimal Blue 30-Year Fixed Rate Jumbo Mortgage Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.23% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Optimal Blue 30-Year Fixed Rate Jumbo Mortgage Index Analyses