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)

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CBOE DJIA Volatility Index

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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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.7337	3.65
$α$	0.0738	2.96
$β$	0.8119	11.92
$γ_{1}$	2.7310	5.26
$γ_{2}$	-4.2484	-5.36
$γ_{3}$	2.1396	4.20
$γ_{4}$	-1.0723	-2.00

V-Lab

Global X Emerging Markets Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:5.25% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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