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)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	1.2767	6.98
$α$	0.0649	6.22
$β$	0.9194	66.35
$γ_{1}$	0.0103	2.19

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ProShares Short 7-10 Treasury Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:5.44% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Short 7-10 Treasury Analyses