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)

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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

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{type} for {date}

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	param	t-stat
$ω$	0.4517	8.27
$α$	0.0992	1.99
$β$	0.2942	1.17
$γ_{1}$	-1.5996	-6.28
$γ_{2}$	1.9890	5.43
$γ_{3}$	-0.3838	-2.21

V-Lab

State Street Loomis Sayles Opportunistic Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.50% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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