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

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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
$ω$	2.8376	12.90
$α$	0.0651	15.46
$β$	0.9839	677.14
$ν$	18.2467	1.11

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

Volatility Prediction for Tuesday, February 10th, 2026:20.88% (-0.21%)

Date Range:

Parameter Estimates

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