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

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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)

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CBOE Russell 2000 Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0353	13.27
$α$	0.1403	24.38
$β$	0.9824	868.57
$γ$	0.0187	3.86

V-Lab

Direxion Daily 20 Year Plus Treasury Bull 3x Shares EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:27.18% (-1.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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