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)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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{type} for {date}

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	param	t-stat
$ω$	1.5064	9.23
$α$	0.0541	5.30
$β$	0.9113	63.70
$γ_{1}$	0.0669	2.50
$γ_{2}$	-0.1044	-2.49
$γ_{3}$	0.1284	3.93
$γ_{4}$	-0.2744	-6.03

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:11.34% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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