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

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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)

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	param	t-stat
$ω$	0.0548	12.84
$α$	0.0934	12.60
$β$	0.9053	270.32
$γ$	-0.0345	-2.79

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

Volatility Prediction for Wednesday, February 11th, 2026:20.17% (-0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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