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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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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{type} for {date}

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	param	t-stat
$ω$	0.9008	2.51
$α$	0.0968	2.46
$β$	0.7095	9.92
$γ_{1}$	-0.3229	-0.24
$γ_{2}$	0.9603	0.50
$γ_{3}$	-1.0845	-0.93
$γ_{4}$	1.4620	1.07
$γ_{5}$	-2.5664	-1.64
$γ_{6}$	3.0617	3.32
$γ_{7}$	-2.6032	-4.28
$γ_{8}$	1.3222	1.83
$γ_{9}$	-0.4841	-0.89
$γ_{10}$	0.5944	1.68

V-Lab

Invesco Total Return Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.26% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Total Return Bond ETF Analyses