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
$ω$	1.5292	1.73
$α$	0.3104	12.38
$β$	0.6892	27.42
$γ_{1}$	-1.1004	-6.85
$γ_{2}$	1.3961	6.15
$γ_{3}$	-0.2210	-1.48
$γ_{4}$	-0.1981	-1.15
$γ_{5}$	0.2772	1.56
$γ_{6}$	-0.1849	-1.25
$γ_{7}$	-0.1977	-1.16

V-Lab

Invesco Financial Preferred ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:6.01% (+1.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Financial Preferred ETF Analyses