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
$ω$	1.9739	6.94
$α$	0.3477	4.14
$β$	0.3410	3.53
$γ_{1}$	2.2463	6.69
$γ_{2}$	-3.3462	-6.10
$γ_{3}$	1.4663	3.61
$γ_{4}$	-0.2713	-0.55

V-Lab

Principal Spectrum Preferred and Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.73% (+0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Principal Spectrum Preferred and Income ETF Analyses