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

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{type} for {date}

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	param	t-stat
$ω$	1.1446	3.25
$α$	0.2531	6.82
$β$	0.6655	18.77
$γ_{1}$	0.3081	0.99
$γ_{2}$	-0.4067	-0.86
$γ_{3}$	0.4291	1.21
$γ_{4}$	-0.7997	-2.22
$γ_{5}$	0.7498	2.28
$γ_{6}$	-0.3402	-1.29
$γ_{7}$	0.3729	1.89
$γ_{8}$	-0.8654	-5.01
$γ_{9}$	0.7874	5.53

V-Lab

State Street SPDR ICE Preferred Securities ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:5.86% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR ICE Preferred Securities ETF Analyses