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
$ω$	0.7900	4.28
$α$	0.0000	0.00
$β$	0.9998	19.48
$γ_{1}$	-7.0056	-0.15
$γ_{2}$	12.8167	0.45
$γ_{3}$	-10.2454	-1.19
$γ_{4}$	3.8528	0.66
$γ_{5}$	2.0525	0.86
$γ_{6}$	-3.2209	-1.23
$γ_{7}$	4.6771	2.17
$γ_{8}$	-5.4130	-2.37
$γ_{9}$	1.4960	0.58

V-Lab

Avantis Short-Term Fixed Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.34% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avantis Short-Term Fixed Income ETF Analyses