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

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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
$ω$	0.9744	4.50
$α$	0.0789	5.81
$β$	0.8627	44.41
$γ_{1}$	-0.4681	-2.07
$γ_{2}$	0.4970	1.61
$γ_{3}$	-0.0145	-0.08
$γ_{4}$	0.3205	1.63
$γ_{5}$	-0.8212	-3.86
$γ_{6}$	1.0762	3.83
$γ_{7}$	-1.1571	-2.89
$γ_{8}$	1.1759	3.09
$γ_{9}$	-1.2374	-4.65
$γ_{10}$	0.8791	2.73

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:3.91% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR Portfolio Intermediate Term Treasury ETF Analyses