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
$ω$	1.5153	1.72
$α$	0.3043	12.30
$β$	0.6952	28.03
$γ_{1}$	-1.0847	-6.71
$γ_{2}$	1.3716	6.01
$γ_{3}$	-0.2025	-1.36
$γ_{4}$	-0.2227	-1.30
$γ_{5}$	0.3224	1.83
$γ_{6}$	-0.2939	-2.15
$γ_{7}$	0.1089	1.44

V-Lab

Invesco Financial Preferred ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:6.26% (+0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Financial Preferred ETF Analyses