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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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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{type} for {date}

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	param	t-stat
$ω$	0.6383	2.79
$α$	0.1071	2.53
$β$	0.7184	10.47
$γ_{1}$	0.6548	0.68
$γ_{2}$	-1.3014	-1.04
$γ_{3}$	1.2200	1.47
$γ_{4}$	-1.2881	-1.73
$γ_{5}$	2.7525	4.02
$γ_{6}$	-4.3304	-6.27
$γ_{7}$	3.1909	4.45
$γ_{8}$	-1.4535	-2.18
$γ_{9}$	0.9458	1.82

V-Lab

Nuveen ESG 1-5 Year US Aggregate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.00% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nuveen ESG 1-5 Year US Aggregate Bond ETF Analyses