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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5365	2.68
$α$	0.0753	2.68
$β$	0.7995	13.71
$γ_{1}$	0.1268	0.29
$γ_{2}$	-0.0067	-0.01
$γ_{3}$	-0.6576	-1.52
$γ_{4}$	1.2706	2.55
$γ_{5}$	-1.2504	-2.73
$γ_{6}$	1.3767	3.28
$γ_{7}$	-1.8248	-4.71
$γ_{8}$	1.2382	3.90
$γ_{9}$	-0.1926	-0.89

V-Lab

State Street SPDR Bloomberg 1-10 Year TIPS ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:2.78% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR Bloomberg 1-10 Year TIPS ETF Analyses