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)

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CBOE DJIA Volatility Index

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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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	param	t-stat
$ω$	0.6754	4.97
$α$	0.1390	4.05
$β$	0.7462	15.26
$γ_{1}$	-1.0778	-2.81
$γ_{2}$	1.4690	2.61
$γ_{3}$	-0.3491	-0.99
$γ_{4}$	-0.4028	-1.22
$γ_{5}$	1.3122	3.12
$γ_{6}$	-1.8440	-3.85
$γ_{7}$	1.1290	2.56
$γ_{8}$	-0.4255	-0.82

V-Lab

Fidelity Ltd Term Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.69% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidelity Ltd Term Bond ETF Analyses