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 NASDAQ-100 Volatility Index

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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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.6377	8.05
$α$	0.0783	5.16
$β$	0.8560	34.49
$γ_{1}$	0.1201	3.49
$γ_{2}$	-0.2102	-3.34
$γ_{3}$	0.2166	3.81
$γ_{4}$	-0.3258	-5.74

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:11.98% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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