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
$ω$	0.6269	1.70
$α$	0.0933	2.84
$β$	0.7704	13.51
$γ_{1}$	0.3220	0.11
$γ_{2}$	-0.4398	-0.11
$γ_{3}$	-0.6867	-0.38
$γ_{4}$	2.2502	1.79
$γ_{5}$	-3.1668	-3.02
$γ_{6}$	4.5217	5.04
$γ_{7}$	-5.5213	-7.43
$γ_{8}$	3.5867	4.94
$γ_{9}$	-0.7150	-0.92
$γ_{10}$	-1.1971	-0.95

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:1.71% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree US Short Term Corporate Bond Fund Analyses