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

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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 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
$ω$	0.5176	2.44
$α$	0.1027	3.31
$β$	0.8142	18.74
$γ_{1}$	-1.4661	-0.96
$γ_{2}$	2.8907	1.35
$γ_{3}$	-3.6826	-2.84
$γ_{4}$	5.5707	5.08
$γ_{5}$	-6.2765	-6.68
$γ_{6}$	3.6253	4.42
$γ_{7}$	0.1212	0.16
$γ_{8}$	-2.4113	-1.83

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:2.85% (-0.11%)

Date Range:

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News Impact Curve

Volatility Forecasts

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