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)

CBOE Volatility Index

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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

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{type} for {date}

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	param	t-stat
$ω$	1.2369	7.56
$α$	0.1356	5.64
$β$	0.7852	27.37
$γ_{1}$	0.0894	2.94
$γ_{2}$	-0.1339	-2.78
$γ_{3}$	0.0886	2.22
$γ_{4}$	-0.1801	-3.29

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:6.49% (+0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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