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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

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 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

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	param	t-stat
$ω$	0.5250	5.55
$α$	0.1585	3.32
$β$	0.7194	10.53
$γ_{1}$	0.8424	4.97
$γ_{2}$	-1.3518	-5.10
$γ_{3}$	0.4797	1.88

V-Lab

WisdomTree Mortgage Plus Bond Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.53% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree Mortgage Plus Bond Fund Analyses