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

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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)

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CBOE Russell 2000 Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.8623	5.52
$α$	0.0525	24.96
$β$	0.9942	873.66
$ν$	11.4763	2.56

V-Lab

ProShares UltraShort Lehman 7-10 Year Treasury GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:9.71% (+0.93%)

Date Range:

Parameter Estimates

Other ProShares UltraShort Lehman 7-10 Year Treasury Analyses