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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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0001	13.60
$α$	0.1181	8.57
$β$	0.8819	98.35

V-Lab

Fidelity Low Duration Bond Factor ETF GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.46% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidelity Low Duration Bond Factor ETF Analyses