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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	param	t-stat
$ω$	1.0791	9.06
$α$	0.0564	5.69
$β$	0.9291	83.26
$γ_{1}$	0.0008	0.94

V-Lab

ProShares Short 20+ Year Treasury Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:11.59% (+1.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Short 20+ Year Treasury Analyses