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

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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

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	-0.0009	-7.33
$α$	0.0197	13.21
$β$	0.9743	606.65
$γ$	0.2776	26.11

V-Lab

State Street Loomis Sayles Opportunistic Bond ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.75% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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