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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	param	t-stat
$ω$	0.1979	20.88
$α$	0.0818	34.33
$β$	0.8916	360.98
$γ$	0.1765	2.78

V-Lab

Direxion Daily 20 Year Plus Treasury Bear 3x Shares AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:29.83% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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