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 S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3679	4.71
$α$	0.0732	4.22
$β$	0.8357	23.69
$γ_{1}$	-0.0004	-0.00
$γ_{2}$	0.0289	0.10
$γ_{3}$	0.1796	0.86
$γ_{4}$	-0.6288	-3.95
$γ_{5}$	0.7691	3.72
$γ_{6}$	-0.5279	-2.52
$γ_{7}$	0.5393	3.24
$γ_{8}$	-0.8857	-7.03
$γ_{9}$	0.7675	8.62

V-Lab

Direxion Daily 7-10 Year Treasury Bull 3x Shares Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.80% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Direxion Daily 7-10 Year Treasury Bull 3x Shares Analyses