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)

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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 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
$ω$	0.6730	4.50
$α$	0.1156	4.28
$β$	0.6914	10.88
$γ_{1}$	0.8710	2.20
$γ_{2}$	-1.3408	-2.39
$γ_{3}$	1.2575	3.59
$γ_{4}$	-1.6753	-4.93
$γ_{5}$	1.1008	3.31
$γ_{6}$	-0.5393	-1.22

V-Lab

Nuveen ESG US Aggregate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.50% (-0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nuveen ESG US Aggregate Bond ETF Analyses