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
$ω$	1.0104	8.83
$α$	0.0774	4.80
$β$	0.8591	42.87
$γ_{1}$	-0.2369	-1.88
$γ_{2}$	0.2431	1.21
$γ_{3}$	0.1592	1.12
$γ_{4}$	-0.3284	-2.69
$γ_{5}$	0.1870	1.76
$γ_{6}$	0.1933	1.84
$γ_{7}$	-0.4595	-4.26
$γ_{8}$	0.3162	3.92

V-Lab

SPDR Bloomberg International Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:7.35% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SPDR Bloomberg International Treasury Bond ETF Analyses