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

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	param	t-stat
$ω$	0.6278	1.68
$α$	0.0955	2.96
$β$	0.7722	14.10
$γ_{1}$	0.2955	0.10
$γ_{2}$	-0.4051	-0.10
$γ_{3}$	-0.6954	-0.38
$γ_{4}$	2.2414	1.75
$γ_{5}$	-3.1428	-2.94
$γ_{6}$	4.5126	4.96
$γ_{7}$	-5.5921	-7.45
$γ_{8}$	3.8425	5.34
$γ_{9}$	-1.3776	-2.18
$γ_{10}$	0.5211	1.13

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:2.19% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree US Short Term Corporate Bond Fund Analyses