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

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{type} for {date}

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	param	t-stat
$ω$	0.8979	5.04
$α$	0.0796	4.58
$β$	0.8447	29.47
$γ_{1}$	-0.3556	-2.89
$γ_{2}$	0.7935	3.94
$γ_{3}$	-0.7834	-4.14
$γ_{4}$	0.4299	2.62
$γ_{5}$	-0.0040	-0.04
$γ_{6}$	-0.1892	-2.03
$γ_{7}$	0.1808	1.99
$γ_{8}$	0.0752	0.69
$γ_{9}$	-0.4132	-3.49
$γ_{10}$	0.3732	4.42

V-Lab

iShares iBoxx $ Investment Grade Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:5.58% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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