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

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{type} for {date}

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	param	t-stat
$ω$	0.5784	1.69
$α$	0.0000	0.00
$β$	1.0000	13.55
$γ_{1}$	-14.0424	-0.45
$γ_{2}$	13.6396	0.68
$γ_{3}$	2.1234	0.60
$γ_{4}$	-3.8336	-0.44
$γ_{5}$	5.0179	0.91
$γ_{6}$	-6.1282	-0.57
$γ_{7}$	5.1948	0.37

V-Lab

VictoryShares Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.90% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VictoryShares Corporate Bond ETF Analyses