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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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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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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	param	t-stat
$ω$	0.7661	3.15
$α$	0.1994	5.28
$β$	0.6785	14.89
$γ_{1}$	0.2605	0.44
$γ_{2}$	0.7888	0.98
$γ_{3}$	-2.4719	-5.43
$γ_{4}$	2.0577	4.02
$γ_{5}$	-1.2921	-1.49

V-Lab

Quadratic Interest Rate Volatility and Inflation Hedge ETF Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:5.66% (-0.13%)

Date Range:

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