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
$ω$	0.5583	2.14
$α$	0.2035	7.18
$β$	0.7356	25.17
$γ_{1}$	1.8670	2.10
$γ_{2}$	-3.3124	-2.56
$γ_{3}$	1.5370	2.17
$γ_{4}$	0.5643	0.84
$γ_{5}$	-0.3263	-0.41
$γ_{6}$	-1.4836	-1.82
$γ_{7}$	2.7747	4.03
$γ_{8}$	-3.9114	-6.36
$γ_{9}$	4.3355	6.85
$γ_{10}$	-2.8442	-6.27

V-Lab

State Street Blackstone Senior Loan ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:4.40% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Blackstone Senior Loan ETF Analyses