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
$ω$	0.6775	4.12
$α$	0.1371	3.18
$β$	0.4466	2.60
$γ_{1}$	4.3273	3.48
$γ_{2}$	-8.3749	-5.05
$γ_{3}$	5.8253	6.81
$γ_{4}$	-2.6688	-2.78
$γ_{5}$	1.7569	1.58
$γ_{6}$	-2.8374	-1.94

V-Lab

State Street SPDR Bloomberg Emerging Markets USD Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.57% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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