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)

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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

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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{type} for {date}

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	param	t-stat
$ω$	1.7424	6.62
$α$	0.0631	6.22
$β$	0.8920	50.18
$γ_{1}$	0.0592	2.33
$γ_{2}$	-0.0882	-2.37
$γ_{3}$	0.1099	4.28
$γ_{4}$	-0.2264	-6.04

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:9.64% (+1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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