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

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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)

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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

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.6781	4.99
$α$	0.1395	4.08
$β$	0.7457	15.33
$γ_{1}$	-1.0693	-2.79
$γ_{2}$	1.4571	2.59
$γ_{3}$	-0.3470	-0.98
$γ_{4}$	-0.3933	-1.19
$γ_{5}$	1.2834	3.09
$γ_{6}$	-1.7787	-3.84
$γ_{7}$	0.9842	2.58
$γ_{8}$	-0.0598	-0.24

V-Lab

Fidelity Ltd Term Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.44% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidelity Ltd Term Bond ETF Analyses