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)

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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)

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0071	11.25
$α$	0.0597	29.79
$β$	0.9398	431.10
$γ$	-0.0516	-2.78
$δ$	1.5487	25.42

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ProShares UltraShort Lehman 7-10 Year Treasury APARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:9.50% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraShort Lehman 7-10 Year Treasury Analyses