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

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.1147	2.60
$α$	0.3229	4.78
$β$	0.0000	0.00
$γ_{1}$	-4.4766	-2.18
$γ_{2}$	4.4241	1.41
$γ_{3}$	1.0988	0.53
$γ_{4}$	-3.9551	-1.84
$γ_{5}$	5.2568	2.84
$γ_{6}$	-1.6176	-1.24
$γ_{7}$	-0.9193	-0.87
$γ_{8}$	-1.4972	-1.54
$γ_{9}$	4.1553	3.99
$γ_{10}$	-5.2303	-2.68

V-Lab

Invesco Short Term Treasury ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:0.73% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Short Term Treasury ETF Analyses