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
$ω$	0.6942	9.11
$α$	0.1834	5.56
$β$	0.5654	8.54
$γ_{1}$	-0.0163	-2.05

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

Volatility Prediction for Friday, February 6th, 2026:24.94% (-4.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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