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

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

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.4741	4.88
$α$	0.1210	2.74
$β$	0.4370	2.13
$γ_{1}$	-4.0228	-2.23
$γ_{2}$	2.3132	0.78
$γ_{3}$	4.3034	2.11
$γ_{4}$	-2.4786	-1.60
$γ_{5}$	0.6813	0.37
$γ_{6}$	-1.7820	-0.97
$γ_{7}$	0.3670	0.27
$γ_{8}$	2.5146	2.36
$γ_{9}$	-3.3490	-4.60

V-Lab

Clearshares Ultra-Short Maturity ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.42% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clearshares Ultra-Short Maturity ETF Analyses