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

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

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8923	4.08
$α$	0.1905	2.90
$β$	0.7105	9.75
$γ_{1}$	0.3018	0.23
$γ_{2}$	-0.1831	-0.08
$γ_{3}$	-0.2443	-0.12
$γ_{4}$	0.0576	0.03
$γ_{5}$	-0.9916	-0.75
$γ_{6}$	4.8885	3.33
$γ_{7}$	-7.9025	-5.14
$γ_{8}$	4.9925	4.73
$γ_{9}$	1.2278	0.88
$γ_{10}$	-5.1452	-1.91

V-Lab

Invesco Variable Rate Investment Grade ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.13% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Variable Rate Investment Grade ETF Analyses