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)

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{type} for {date}

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	param	t-stat
$ω$	0.0063	11.59
$α$	0.0581	15.16
$β$	0.9388	459.08
$γ$	-0.0098	-1.58

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ProShares UltraShort Lehman 7-10 Year Treasury GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:9.73% (+0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraShort Lehman 7-10 Year Treasury Analyses