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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{type} for {date}

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	param	t-stat
$ω$	0.0429	16.36
$α$	0.1721	44.68
$β$	0.8122	189.49
$γ$	0.0598	6.83
$δ$	0.7158	10.60

V-Lab

ProShares UltraShort 20+ Year Treasury Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:17.52% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraShort 20+ Year Treasury Analyses