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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	param	t-stat
$ω$	0.1671	17.57
$α$	0.1385	11.86
$β$	0.7695	92.83
$γ$	0.0072	0.33

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:23.42% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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