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)

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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

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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
$ω$	0.4364	5.03
$α$	0.2468	6.36
$β$	0.6594	15.81
$γ_{1}$	0.3680	0.72
$γ_{2}$	-0.7697	-0.94
$γ_{3}$	0.2493	0.42
$γ_{4}$	0.9100	1.39
$γ_{5}$	-1.9100	-2.61
$γ_{6}$	2.7799	4.74
$γ_{7}$	-3.2373	-4.95
$γ_{8}$	2.3274	3.17
$γ_{9}$	-1.0910	-1.07

V-Lab

Invesco Variable Rate Preferred ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.71% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Variable Rate Preferred ETF Analyses