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
$ω$	0.9875	5.47
$α$	0.0991	5.93
$β$	0.8405	35.42
$γ_{1}$	-0.4463	-2.98
$γ_{2}$	0.9817	4.47
$γ_{3}$	-0.8594	-5.08
$γ_{4}$	0.4610	2.23
$γ_{5}$	-0.4005	-1.73
$γ_{6}$	0.9229	4.60
$γ_{7}$	-1.2979	-6.52
$γ_{8}$	0.9328	3.33

V-Lab

Vanguard Short-Term Treasury ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.55% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Short-Term Treasury ETF Analyses