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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{type} for {date}

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	param	t-stat
$ω$	1.9741	1.97
$α$	0.3016	3.70
$β$	0.6978	8.56
$γ_{1}$	-8.3278	-1.78
$γ_{2}$	10.0652	1.49
$γ_{3}$	0.3836	0.11
$γ_{4}$	-6.0774	-2.11
$γ_{5}$	6.6959	1.95
$γ_{6}$	-2.5779	-0.71
$γ_{7}$	1.5410	0.37
$γ_{8}$	-7.4547	-1.49
$γ_{9}$	10.6857	2.73
$γ_{10}$	-6.4915	-3.74

V-Lab

Arrow Reserve Capital Management ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.57% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arrow Reserve Capital Management ETF Analyses