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

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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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CBOE Volatility Index

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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
$ω$	0.4916	2.39
$α$	0.3385	3.77
$β$	0.0308	0.53
$γ_{1}$	5.1465	2.00
$γ_{2}$	-8.9121	-2.61
$γ_{3}$	5.9436	3.61
$γ_{4}$	-4.0564	-3.12
$γ_{5}$	1.9465	1.64
$γ_{6}$	2.3646	1.59
$γ_{7}$	-5.5022	-1.61

V-Lab

Vanguard Ultra-Short Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.33% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Ultra-Short Bond ETF Analyses