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

CBOE Russell 2000 Volatility Index

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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	param	t-stat
$ω$	0.6166	4.71
$α$	0.2462	5.30
$β$	0.4971	7.44
$γ_{1}$	-2.3529	-3.59
$γ_{2}$	4.1540	4.33
$γ_{3}$	-3.6591	-5.56
$γ_{4}$	3.8318	5.50
$γ_{5}$	-3.0001	-4.30
$γ_{6}$	1.0564	2.03
$γ_{7}$	-0.1326	-0.31
$γ_{8}$	0.2535	0.76

V-Lab

Inspire Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:5.09% (-0.19%)

Date Range:

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News Impact Curve

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