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

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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)

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CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5908	6.15
$α$	0.1656	6.19
$β$	0.7600	24.69
$γ_{1}$	-0.0659	-1.98
$γ_{2}$	0.1502	2.90
$γ_{3}$	-0.2033	-3.91

V-Lab

VanEck Preferred Securities ex Financials ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:8.14% (-0.22%)

Date Range:

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