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
$ω$	0.0691	20.49
$α$	0.1391	26.00
$β$	0.8353	230.99
$γ$	0.0150	1.84

V-Lab

ProShares UltraShort 20+ Year Treasury Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:18.85% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraShort 20+ Year Treasury Analyses