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
$ω$	0.4241	1.65
$α$	0.1084	2.81
$β$	0.7334	7.73
$γ_{1}$	-0.9024	-1.18
$γ_{2}$	1.1441	1.19
$γ_{3}$	0.3269	0.78
$γ_{4}$	-1.6209	-4.18
$γ_{5}$	1.7226	3.35
$γ_{6}$	-0.7225	-0.76

V-Lab

Invesco 0-5 Yr US TIPS ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.99% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco 0-5 Yr US TIPS ETF Analyses