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
$ω$	0.6291	3.76
$α$	0.0930	6.75
$β$	0.8581	48.36
$γ_{1}$	-0.8756	-3.36
$γ_{2}$	0.9597	2.75
$γ_{3}$	0.0167	0.08
$γ_{4}$	0.1453	0.60
$γ_{5}$	-0.6511	-2.90
$γ_{6}$	0.7518	3.49
$γ_{7}$	-0.6453	-2.50
$γ_{8}$	0.8639	2.95
$γ_{9}$	-1.1853	-4.47
$γ_{10}$	0.8323	4.64

V-Lab

Vanguard Short-Term Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.23% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Short-Term Bond ETF Analyses