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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	param	t-stat
$ω$	0.0118	12.34
$α$	0.0495	16.14
$β$	0.9298	343.99
$γ$	0.0131	1.88

V-Lab

ProShares Short 20+ Year Treasury GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:11.96% (+1.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Short 20+ Year Treasury Analyses