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)

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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

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.9628	8.43
$α$	0.2501	3.33
$β$	0.3374	2.63
$γ_{1}$	-0.4359	-3.10
$γ_{2}$	0.8101	2.83

V-Lab

John Hancock Preferred Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.05% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

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