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)

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
$ω$	0.8460	1.59
$α$	0.1751	5.05
$β$	0.8039	35.50
$γ_{1}$	2.7528	0.76
$γ_{2}$	-11.0178	-1.22
$γ_{3}$	18.4144	1.55
$γ_{4}$	-15.2994	-1.65
$γ_{5}$	7.4112	1.88
$γ_{6}$	-3.5083	-1.51
$γ_{7}$	0.6229	0.23
$γ_{8}$	1.6783	0.50
$γ_{9}$	-1.7435	-0.62
$γ_{10}$	0.8327	0.54

V-Lab

UVA Unconstrained Medium-Term Fixed Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:6.20% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UVA Unconstrained Medium-Term Fixed Income ETF Analyses