ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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)

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CBOE DJIA Volatility Index

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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
$ω$	0.4644	3.91
$α$	0.1893	5.58
$β$	0.7328	18.26
$γ_{1}$	-0.0767	-0.49
$γ_{2}$	0.3440	1.49
$γ_{3}$	-0.6393	-3.48
$γ_{4}$	0.5047	3.89

V-Lab

Global X US Preferred ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:8.69% (+1.29%)

Date Range:

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