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)

HSI Volatility Index

CBOE EFA ETF Volatility Index

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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
$ω$	0.6819	3.86
$α$	0.1151	3.62
$β$	0.7240	12.10
$γ_{1}$	0.2950	0.43
$γ_{2}$	-1.1605	-1.18
$γ_{3}$	2.1738	2.24
$γ_{4}$	-2.6749	-1.49
$γ_{5}$	2.1932	1.07
$γ_{6}$	-0.7472	-0.54
$γ_{7}$	-0.0706	-0.10
$γ_{8}$	-0.8394	-1.62
$γ_{9}$	1.6446	2.64
$γ_{10}$	-2.1679	-1.97

V-Lab

Fidelity Corporate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.30% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidelity Corporate Bond ETF Analyses