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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{type} for {date}

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	param	t-stat
$ω$	1.1864	8.51
$α$	0.0584	5.88
$β$	0.9270	81.62
$γ_{1}$	0.0014	1.76

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:22.63% (+2.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraShort 20+ Year Treasury Analyses