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

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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

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{type} for {date}

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	param	t-stat
$ω$	1.0109	4.87
$α$	0.1389	5.71
$β$	0.7704	25.93
$γ_{1}$	-0.2029	-1.24
$γ_{2}$	0.4756	1.99
$γ_{3}$	-0.5106	-3.45
$γ_{4}$	0.3465	2.66
$γ_{5}$	-0.0584	-0.45
$γ_{6}$	-0.2315	-1.72
$γ_{7}$	0.2940	2.97

V-Lab

VanEck J. P. Morgan EM Local Currency Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:7.13% (+0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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