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)

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	param	t-stat
$ω$	0.0490	12.89
$α$	0.0728	26.00
$β$	0.9108	286.69

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

Volatility Prediction for Friday, February 6th, 2026:21.85% (+2.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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