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
$ω$	0.0135	13.49
$α$	0.0569	15.76
$β$	0.9399	450.13
$γ$	-0.0100	-1.65

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:12.68% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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