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

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	41
$α$	0.0525	6.28
$β$	0.5888	72.99
$γ$	0.4448	32.87
$λ_{1}$	0.0123	4.26
$λ_{2}$	0.2568	4.36
$λ_{3}$	0.6961	10.18

V-Lab

Invesco Preferred ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.55% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Preferred ETF Analyses