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 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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	param	t-stat
$ω$	0.0009	0.34
$α$	0.2521	20.10
$β$	0.9729	515.58
$γ$	-0.1127	-13.99

V-Lab

Virtus InfraCap US Preferred Stock ETF EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:7.99% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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