ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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)

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CBOE Russell 2000 Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0230	12.36
$α$	0.0661	12.67
$β$	0.9291	367.80
$γ$	-0.0143	-2.05

V-Lab

Vanguard Extended Duration Treasury ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.78% (+1.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Extended Duration Treasury ETF Analyses