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

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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)

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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
$ω$	1.0819	2.06
$α$	0.1816	0.33
$β$	0.8184	1.49
$γ_{1}$	-0.2870	-1.68
$γ_{2}$	0.3732	1.56
$γ_{3}$	-0.0293	-0.28
$γ_{4}$	-0.2606	-3.53
$γ_{5}$	0.5764	7.46
$γ_{6}$	-0.6135	-6.90
$γ_{7}$	0.0178	0.18
$γ_{8}$	0.4839	3.37
$γ_{9}$	-0.2938	-2.40

V-Lab

3M US Treasury CMT 3 Month Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:5.44% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 3M US Treasury CMT 3 Month Analyses