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)

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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

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{type} for {date}

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	param	t-stat
$ω$	0.4688	2.98
$α$	0.0340	1.24
$β$	0.6987	2.74
$γ_{1}$	-3.4878	-0.96
$γ_{2}$	7.2780	1.46
$γ_{3}$	-6.2292	-2.66
$γ_{4}$	1.2781	0.66
$γ_{5}$	2.6174	1.50
$γ_{6}$	-3.3764	-2.19
$γ_{7}$	4.5181	2.76
$γ_{8}$	-5.7404	-3.31
$γ_{9}$	5.0465	3.82

V-Lab

Avantis Core Fixed Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.00% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avantis Core Fixed Income ETF Analyses