ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.1750	1,750,100.00
$γ$	-0.3500	-3,500,000.00
$λ_{1}$	10.0000	100,000,000.00
$λ_{2}$	0.3000	3,000,040.00
$λ_{3}$	0.0000	100.00

V-Lab

iShares Treasury Floating Rate Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:0.02% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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