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
$ω$	0.8693	1.63
$α$	0.1747	5.07
$β$	0.8046	35.54
$γ_{1}$	3.0835	0.85
$γ_{2}$	-11.8049	-1.30
$γ_{3}$	19.4718	1.62
$γ_{4}$	-16.2456	-1.72
$γ_{5}$	7.8703	1.97
$γ_{6}$	-3.7184	-1.58
$γ_{7}$	0.8414	0.31
$γ_{8}$	1.3441	0.39
$γ_{9}$	-1.0858	-0.38
$γ_{10}$	-0.7201	-0.28

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:5.57% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UVA Unconstrained Medium-Term Fixed Income ETF Analyses