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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{type} for {date}

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	param	t-stat
$m$	41
$α$	0.0637	16.35
$β$	0.7939	46.53
$γ$	0.0109	2.03
$λ_{1}$	0.0212	1.39
$λ_{2}$	0.1013	1.86
$λ_{3}$	0.8847	14.31

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:12.54% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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