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)

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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0100	4.85
$α$	0.1705	7.84
$β$	0.7279	29.25
$γ$	-0.0756	-1.89
$δ$	2.0127	12.66

V-Lab

Franklin International Aggregate Bond ETF Fund APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.63% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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