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)

CDX/CBOE NA High Yield 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
$ω$	0.0073	9.62
$α$	0.0434	6.08
$β$	0.8546	134.27
$γ$	0.0755	4.79

V-Lab

Invesco Total Return Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.98% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Total Return Bond ETF Analyses