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
$ω$	0.5566	2.39
$α$	0.1231	3.25
$β$	0.8056	19.63
$γ_{1}$	-0.4625	-0.34
$γ_{2}$	2.1919	1.14
$γ_{3}$	-4.3609	-3.22
$γ_{4}$	6.1258	5.10
$γ_{5}$	-6.5932	-6.22
$γ_{6}$	3.8024	3.78
$γ_{7}$	-0.1330	-0.14
$γ_{8}$	-1.6507	-1.03

V-Lab

Xtrackers Low Beta High Yield Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.91% (-0.18%)

Date Range:

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News Impact Curve

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