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

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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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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1765	4.07
$α$	0.3305	4.72
$β$	0.5836	9.89
$γ_{1}$	-1.5852	-5.74
$γ_{2}$	2.6481	6.18
$γ_{3}$	-1.7697	-6.51
$γ_{4}$	1.2066	5.42
$γ_{5}$	-0.7630	-3.58
$γ_{6}$	0.7456	2.28
$γ_{7}$	-1.1999	-1.84
$γ_{8}$	1.7843	1.90

V-Lab

VanEck IG Floating Rate ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.61% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VanEck IG Floating Rate ETF Analyses