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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	param	t-stat
$ω$	0.0300	11.73
$α$	0.1134	18.45
$β$	0.9844	786.24
$γ$	-0.0022	-0.47

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ProShares UltraPro Short 20+ Year Treasury EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.02% (-1.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraPro Short 20+ Year Treasury Analyses