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

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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

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FTSE 100 Implied Volatility Index 30 Days

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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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	param	t-stat
$ω$	0.0001	1.05
$α$	0.1448	6.84
$β$	0.8129	56.76
$γ$	-0.0407	-3.94

V-Lab

Fidelity Low Duration Bond Factor ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.59% (+1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidelity Low Duration Bond Factor ETF Analyses