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

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{type} for {date}

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	param	t-stat
$ω$	0.3861	4.60
$α$	0.1233	2.32
$β$	0.6607	6.09
$γ_{1}$	-3.4370	-3.61
$γ_{2}$	5.7695	4.12
$γ_{3}$	-3.6868	-4.50
$γ_{4}$	1.7391	2.82
$γ_{5}$	-0.8936	-1.22
$γ_{6}$	1.7610	1.18

V-Lab

Overlay Shares Core Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:9.44% (-0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Overlay Shares Core Bond ETF Analyses