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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.9487	5.31
$α$	0.1002	2.31
$β$	0.7189	10.96
$γ_{1}$	0.1667	2.16
$γ_{2}$	-0.2223	-1.62
$γ_{3}$	-0.0770	-0.58

V-Lab

Invesco Total Return Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.91% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Total Return Bond ETF Analyses