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
$ω$	1.1099	8.94
$α$	0.0662	6.35
$β$	0.9166	79.18
$γ_{1}$	0.0011	1.30

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:29.03% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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