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)

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	param	t-stat
$ω$	0.0561	10.66
$α$	0.0763	9.87
$β$	0.9207	278.42
$γ$	-0.0261	-2.69

V-Lab

ProShares Ultra 20+ Year Treasury GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.69% (+2.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Ultra 20+ Year Treasury Analyses