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

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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)

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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
$ω$	0.0027	4.73
$α$	0.1312	20.92
$β$	0.8579	171.10
$γ$	0.2005	15.71

V-Lab

Innovator S&P Investment Grade Preferred ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:10.30% (+0.42%)

Date Range:

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