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
$ω$	0.0959	2.08
$α$	0.1742	3.17
$β$	0.7467	13.63
$γ_{1}$	-14.4695	-5.64
$γ_{2}$	21.3879	5.49
$γ_{3}$	-8.9425	-3.18
$γ_{4}$	-0.0042	-0.00
$γ_{5}$	5.8736	2.93
$γ_{6}$	-6.8539	-3.23
$γ_{7}$	2.3061	0.99
$γ_{8}$	2.3011	0.94
$γ_{9}$	-0.6286	-0.27
$γ_{10}$	-2.0813	-1.26

V-Lab

Franklin Senior Loan ETF Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:4.84% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin Senior Loan ETF Fund Analyses