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
$ω$	1.5315	2.70
$α$	0.0752	2.65
$β$	0.7956	13.27
$γ_{1}$	0.1249	0.28
$γ_{2}$	-0.0014	-0.00
$γ_{3}$	-0.6690	-1.56
$γ_{4}$	1.2919	2.61
$γ_{5}$	-1.2840	-2.82
$γ_{6}$	1.4331	3.40
$γ_{7}$	-1.9377	-4.83
$γ_{8}$	1.4888	3.92
$γ_{9}$	-0.8244	-1.72

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:2.41% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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