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)

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{type} for {date}

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	param	t-stat
$ω$	0.0843	12.74
$α$	0.1701	40.80
$β$	0.7993	172.67
$γ$	0.0056	0.48
$δ$	0.6818	9.69

V-Lab

ProShares UltraPro Short 20+ Year Treasury Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:26.62% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraPro Short 20+ Year Treasury Analyses