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

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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)

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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

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	param	t-stat
$ω$	0.0126	17.58
$α$	0.1031	21.44
$β$	0.8597	174.84
$γ$	0.1697	13.27

V-Lab

VanEck J. P. Morgan EM Local Currency Bond ETF AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:8.74% (+1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VanEck J. P. Morgan EM Local Currency Bond ETF Analyses