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

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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
$ω$	0.8693	4.90
$α$	0.0787	4.56
$β$	0.8450	29.46
$γ_{1}$	-0.3829	-3.11
$γ_{2}$	0.8367	4.19
$γ_{3}$	-0.8125	-4.37
$γ_{4}$	0.4521	2.80
$γ_{5}$	-0.0149	-0.13
$γ_{6}$	-0.1940	-2.09
$γ_{7}$	0.2061	2.26
$γ_{8}$	0.0206	0.18
$γ_{9}$	-0.3107	-2.27
$γ_{10}$	0.1285	0.82

V-Lab

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

Volatility Prediction for Monday, February 23rd, 2026:4.23% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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