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
$ω$	2.7543	1.24
$α$	0.3176	1.17
$β$	0.6823	2.51
$γ_{1}$	-10.2446	-2.24
$γ_{2}$	12.2711	1.85
$γ_{3}$	0.0577	0.02
$γ_{4}$	-6.0718	-2.13
$γ_{5}$	6.8312	2.03
$γ_{6}$	-2.8993	-0.83
$γ_{7}$	2.1744	0.58
$γ_{8}$	-8.7613	-2.06
$γ_{9}$	13.2995	4.01
$γ_{10}$	-12.2731	-4.41

V-Lab

Arrow Reserve Capital Management ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:0.82% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arrow Reserve Capital Management ETF Analyses