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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

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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{type} for {date}

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	param	t-stat
$ω$	162.9100	12.94
$α$	0.0608	170.78
$β$	0.9990	13,684.93
$ν$	2.0246	22,248.08

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3M US Treasury CMT 3 Month GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:39.20% (-2.80%)

Date Range:

Parameter Estimates

Other 3M US Treasury CMT 3 Month Analyses