ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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)

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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
$ω$	0.8408	2.40
$α$	0.0000	0.00
$β$	0.9998	7.61
$γ_{1}$	-6.3393	-0.06
$γ_{2}$	11.5982	0.24
$γ_{3}$	-8.3860	-0.39
$γ_{4}$	2.3911	0.22
$γ_{5}$	1.2130	0.18
$γ_{6}$	-1.0455	-0.29
$γ_{7}$	1.0535	0.28
$γ_{8}$	0.7729	0.27
$γ_{9}$	-5.4178	-0.78

V-Lab

ClearShares Piton Intermediate Fixed Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.21% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ClearShares Piton Intermediate Fixed Income ETF Analyses