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
$ω$	0.2877	2.40
$α$	0.2739	5.47
$β$	0.5640	10.25
$γ_{1}$	-3.8753	-2.00
$γ_{2}$	8.8401	3.23
$γ_{3}$	-10.9690	-6.55
$γ_{4}$	10.0503	6.23
$γ_{5}$	-4.7192	-3.38
$γ_{6}$	-0.5142	-0.42
$γ_{7}$	1.5102	1.16
$γ_{8}$	-0.1502	-0.10
$γ_{9}$	0.0377	0.02

V-Lab

Virtus InfraCap US Preferred Stock ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:6.49% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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