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

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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0053	13.31
$α$	0.0651	10.01
$β$	0.8713	181.29
$γ$	0.1176	9.61

V-Lab

Innovator S&P Investment Grade Preferred ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.27% (-0.19%)

Date Range:

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