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)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0055	11.39
$α$	0.1156	24.37
$β$	0.9888	1,274.20
$γ$	0.0067	1.66

V-Lab

Direxion Daily 7-10 Year Treasury Bear 3x Shares EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:11.85% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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