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

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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
$ω$	0.9840	4.56
$α$	0.0790	5.81
$β$	0.8626	44.34
$γ_{1}$	-0.4526	-2.01
$γ_{2}$	0.4732	1.54
$γ_{3}$	0.0010	0.01
$γ_{4}$	0.3049	1.55
$γ_{5}$	-0.8036	-3.79
$γ_{6}$	1.0581	3.79
$γ_{7}$	-1.1411	-2.86
$γ_{8}$	1.1648	3.11
$γ_{9}$	-1.2333	-5.34
$γ_{10}$	0.8833	6.85

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:3.39% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR Portfolio Intermediate Term Treasury ETF Analyses