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)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE Volatility Index

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CBOE DJIA Volatility Index

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.7288	5.64
$α$	0.0508	2.71
$β$	0.8499	12.63
$γ_{1}$	1.4572	4.46
$γ_{2}$	-2.6024	-5.05
$γ_{3}$	1.8316	4.36
$γ_{4}$	-1.8360	-3.50

V-Lab

Anfield Dynamic Fixed Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.39% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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