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)

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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	param	t-stat
$ω$	8.7530	9.42
$α$	0.0593	24.64
$β$	0.9902	660.11
$ν$	17.0328	1.47

V-Lab

Direxion Daily 20 Year Plus Treasury Bull 3x Shares GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:30.55% (+2.64%)

Date Range:

Parameter Estimates

Other Direxion Daily 20 Year Plus Treasury Bull 3x Shares Analyses