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)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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

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	param	t-stat
$ω$	1.6730	5.90
$α$	0.1748	7.46
$β$	0.7624	26.48
$γ_{1}$	0.0294	4.28

V-Lab

WisdomTree Trust WisdomTree Interest Rate Hedged US Aggregate Bond Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.26% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree Trust WisdomTree Interest Rate Hedged US Aggregate Bond Fund Analyses