ICE BofAML U.S. Bond Market Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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
$ω$	0.2850	3.45
$α$	0.2220	4.72
$β$	0.6249	12.75
$γ_{1}$	-2.1197	-2.96
$γ_{2}$	2.5435	2.47
$γ_{3}$	-0.1809	-0.30
$γ_{4}$	-1.4152	-2.95
$γ_{5}$	2.4133	4.74
$γ_{6}$	-1.6322	-3.50

V-Lab

Anfield Universal Fixed Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.97% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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