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)

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0124	8.91
$β$	0.9685	679.17
$γ$	0.0377	30.29
$λ_{1}$	10.0000	0.36
$λ_{2}$	0.2007	0.36
$λ_{3}$	0.0000	0.00

V-Lab

3Y US Treasury 3 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.19% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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