ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.7995	7,994,840.00
$β$	0.0000	100.00
$γ$	0.4010	4,010,110.00
$λ_{1}$	0.0968	19.80
$λ_{2}$	0.1005	19.37
$λ_{3}$	0.0000	0.00

V-Lab

SP Funds Dow Jones Global Sukuk ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:0.03% (-0.27%)

Date Range:

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