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
$ω$	0.2927	2.50
$α$	0.2717	5.44
$β$	0.5666	10.25
$γ_{1}$	-3.6365	-1.94
$γ_{2}$	8.4121	3.18
$γ_{3}$	-10.6514	-6.54
$γ_{4}$	9.9345	6.28
$γ_{5}$	-4.8518	-3.54
$γ_{6}$	-0.2948	-0.24
$γ_{7}$	1.3661	1.11
$γ_{8}$	-0.0460	-0.04
$γ_{9}$	-0.1616	-0.18

V-Lab

Virtus InfraCap US Preferred Stock ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:7.73% (+1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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