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

{type} for {date}

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	param	t-stat
$ω$	0.0702	8.96
$α$	0.0570	17.39
$β$	0.9349	291.69
$γ$	0.0021	0.08
$δ$	1.5398	18.35

V-Lab

ProShares UltraPro Short 20+ Year Treasury APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.19% (-0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraPro Short 20+ Year Treasury Analyses