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)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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

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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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{type} for {date}

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	param	t-stat
$ω$	1.0240	6.19
$α$	0.0900	5.41
$β$	0.8718	46.01
$γ_{1}$	-0.0771	-1.94
$γ_{2}$	0.1629	2.69
$γ_{3}$	-0.1446	-3.07
$γ_{4}$	0.1872	3.63
$γ_{5}$	-0.3910	-5.03

V-Lab

State Street SPDR Portfolio Aggregate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.29% (+0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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