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

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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)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0007	9.72
$α$	0.1057	9.13
$β$	0.7881	56.31
$γ$	0.2124	6.00

V-Lab

VanEck IG Floating Rate ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.54% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VanEck IG Floating Rate ETF Analyses