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
$m$	126
$α$	0.0193	17.71
$β$	0.9623	1,010.84
$γ$	0.0363	20.45
$λ_{1}$	0.0054	42.76
$λ_{2}$	0.0000	0.06
$λ_{3}$	0.9998	5,648.59

V-Lab

7Y US Treasury 7 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.19% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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