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)

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CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day 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
$ω$	-0.0415	-16.48
$α$	0.2239	22.17
$β$	0.9549	416.44
$γ$	-0.0621	-8.76

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:7.88% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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