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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	param	t-stat
$ω$	0.7731	3.39
$α$	0.0906	2.93
$β$	0.7623	9.60
$γ_{1}$	1.1613	1.48
$γ_{2}$	-2.2026	-1.75
$γ_{3}$	1.9989	2.26
$γ_{4}$	-1.3503	-2.31
$γ_{5}$	0.6516	1.57
$γ_{6}$	-0.9171	-2.29
$γ_{7}$	0.8968	2.19
$γ_{8}$	-0.1118	-0.42

V-Lab

WisdomTree US Corporate Bond Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.28% (+0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree US Corporate Bond Fund Analyses