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)

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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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This asset is not actively trading

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	param	t-stat
$ω$	1.1192	8.96
$α$	0.0622	6.08
$β$	0.9215	79.60
$γ_{1}$	0.0012	1.36

V-Lab

Direxion Daily 20 Year Plus Treasury Bull 3x Shares Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:28.02% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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