ICE BofAML U.S. Bond Market Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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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CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	7.2952	7.30
$α$	0.0446	20.23
$β$	0.9913	586.92
$ν$	13.8896	1.37

V-Lab

ProShares UltraPro Short 20+ Year Treasury GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:31.32% (+2.18%)

Date Range:

Parameter Estimates

Other ProShares UltraPro Short 20+ Year Treasury Analyses