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)

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	param	t-stat
$ω$	0.6399	8.16
$α$	0.1118	4.33
$β$	0.7645	19.99
$γ_{1}$	0.0174	0.72
$γ_{2}$	-0.1102	-2.50

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:12.57% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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