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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.4187	3.72
$α$	0.2881	6.52
$β$	0.6592	18.54
$γ_{1}$	-1.1492	-3.09
$γ_{2}$	1.9392	3.39
$γ_{3}$	-1.0184	-2.79
$γ_{4}$	0.5621	1.71
$γ_{5}$	-0.8369	-2.15
$γ_{6}$	0.9253	2.08
$γ_{7}$	-0.6132	-1.74
$γ_{8}$	0.5428	2.21
$γ_{9}$	-0.9173	-4.70
$γ_{10}$	0.8071	5.42

V-Lab

Invesco Preferred ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:7.10% (+2.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Preferred ETF Analyses