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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

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

CBOE Russell 2000 Volatility Index

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

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0155	8.81
$α$	0.0611	4.50
$β$	0.8948	45.96
$γ_{1}$	-0.0170	-0.57
$γ_{2}$	0.0186	0.40
$γ_{3}$	0.0550	1.61
$γ_{4}$	-0.2117	-5.18

V-Lab

ProShares Short 20+ Year Treasury Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:9.40% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Short 20+ Year Treasury Analyses