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)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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 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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{type} for {date}

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	param	t-stat
$ω$	0.0375	12.24
$α$	0.0731	12.59
$β$	0.9101	272.15
$γ$	-0.0046	-0.43

V-Lab

Direxion Daily 7-10 Year Treasury Bull 3x Shares GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.75% (+0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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