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
$ω$	1.5747	5.16
$α$	0.0909	4.56
$β$	0.8286	29.85
$γ_{1}$	-0.0088	-0.04
$γ_{2}$	-0.0012	-0.00
$γ_{3}$	0.2988	1.47
$γ_{4}$	-0.7005	-3.82
$γ_{5}$	0.7736	4.31
$γ_{6}$	-0.5438	-2.85
$γ_{7}$	0.5093	2.78
$γ_{8}$	-0.8406	-4.71
$γ_{9}$	0.7491	5.43

V-Lab

State Street SPDR Portfolio Intermediate Term Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.50% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR Portfolio Intermediate Term Corporate Bond ETF Analyses