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
$ω$	1.5141	7.53
$α$	0.0732	6.59
$β$	0.8931	54.17
$γ_{1}$	0.1051	3.30
$γ_{2}$	-0.1733	-3.35
$γ_{3}$	0.1942	4.26
$γ_{4}$	-0.3337	-4.91

V-Lab

Vanguard Intermediate-Term Treasury ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.90% (+0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Intermediate-Term Treasury ETF Analyses