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
$ω$	0.6188	3.76
$α$	0.0938	6.71
$β$	0.8547	46.93
$γ_{1}$	-0.8950	-3.45
$γ_{2}$	0.9855	2.85
$γ_{3}$	-0.0002	-0.00
$γ_{4}$	0.1733	0.73
$γ_{5}$	-0.6879	-3.11
$γ_{6}$	0.7929	3.71
$γ_{7}$	-0.6987	-2.73
$γ_{8}$	0.9564	3.22
$γ_{9}$	-1.3690	-4.54
$γ_{10}$	1.2148	3.06

V-Lab

Vanguard Short-Term Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.32% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Short-Term Bond ETF Analyses