ICE BofAML U.S. Bond Market Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0821	9.12
$α$	0.0710	4.33
$β$	0.8766	36.52
$γ_{1}$	-0.0024	-0.08
$γ_{2}$	0.0008	0.02
$γ_{3}$	0.0602	1.65
$γ_{4}$	-0.2234	-5.27

V-Lab

ProShares Ultra 20+ Year Treasury Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.55% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Ultra 20+ Year Treasury Analyses