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

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.9018	7.32
$α$	0.0150	1.64
$β$	0.9719	56.90
$γ_{1}$	-0.1126	-1.73

V-Lab

Day Hagan Smart Sector Fixed Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.86% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Day Hagan Smart Sector Fixed Income ETF Analyses