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
$ω$	0.4785	4.54
$α$	0.1210	2.73
$β$	0.4341	2.10
$γ_{1}$	-3.6638	-1.20
$γ_{2}$	0.7094	0.14
$γ_{3}$	5.9932	1.81
$γ_{4}$	-3.0657	-1.06
$γ_{5}$	1.2086	0.44
$γ_{6}$	-1.4665	-0.81
$γ_{7}$	-0.6584	-0.62
$γ_{8}$	0.5099	0.39
$γ_{9}$	3.3000	2.07
$γ_{10}$	-7.4169	-2.41

V-Lab

Clearshares Ultra-Short Maturity ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:0.95% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clearshares Ultra-Short Maturity ETF Analyses