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

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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{type} for {date}

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	param	t-stat
$ω$	1.1727	3.21
$α$	0.0573	9.72
$β$	0.9423	158.56
$γ_{1}$	-0.0006	-0.44

V-Lab

3Y US Treasury 3 Year Zero Coupon Yield Continuously Compounded Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:19.80% (+1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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