CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
82.11%
decreased by 0.85%
1 Week
86.77%
increased by 3.81%
1 Month
96.76%
increased by 13.80%
Analysis last updated: Friday, July 3, 2026 at 11:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46.1302 | 9.95 | |
| 0.0863 | 12.18 | |
| 0.9121 | 87.13 | |
| 4.8496 | 3.72 |
Estimation Period:
Mar 5, 2012 to Jul 2, 2026
Mar 5, 2012 to Jul 2, 2026
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