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

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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)

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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
$ω$	0.8961	4.46
$α$	0.1896	3.33
$β$	0.5203	5.04
$γ_{1}$	-4.7300	-2.26
$γ_{2}$	8.3096	2.36
$γ_{3}$	-1.0090	-0.44
$γ_{4}$	-5.5799	-3.57
$γ_{5}$	2.1213	1.20
$γ_{6}$	3.0280	1.44
$γ_{7}$	-3.4967	-0.86
$γ_{8}$	3.1496	0.59
$γ_{9}$	-5.0753	-0.87

V-Lab

PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.26% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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