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)

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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)

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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{type} for {date}

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	param	t-stat
$ω$	0.7017	8.57
$α$	0.0893	5.23
$β$	0.8477	36.88
$γ_{1}$	-0.0052	-0.20
$γ_{2}$	-0.0334	-0.85
$γ_{3}$	0.1240	4.14
$γ_{4}$	-0.2658	-6.11

V-Lab

PIMCO 15+ Year US TIPS Index ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:8.22% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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