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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	param	t-stat
$ω$	0.8994	7.71
$α$	0.0506	4.69
$β$	0.9331	73.81
$γ_{1}$	-0.0010	-0.69

V-Lab

ProShares UltraPro Short 20+ Year Treasury Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.93% (-0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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