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)

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 DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	46
$α$	0.0951	12.08
$β$	0.7501	53.57
$γ$	-0.0397	-4.21
$λ_{1}$	0.2337	0.63
$λ_{2}$	0.5065	1.14
$λ_{3}$	0.3640	0.57

V-Lab

Direxion Daily 7-10 Year Treasury Bull 3x Shares MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.60% (+0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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