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
$ω$	1.4718	3.79
$α$	0.2884	6.50
$β$	0.6586	18.45
$γ_{1}$	-1.1567	-3.15
$γ_{2}$	1.9701	3.48
$γ_{3}$	-1.0601	-2.92
$γ_{4}$	0.5936	1.82
$γ_{5}$	-0.8609	-2.23
$γ_{6}$	0.9452	2.14
$γ_{7}$	-0.6290	-1.79
$γ_{8}$	0.5567	2.23
$γ_{9}$	-0.9371	-3.95
$γ_{10}$	0.8467	2.29

V-Lab

Invesco Preferred ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:7.15% (+2.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Preferred ETF Analyses