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
$ω$	0.8710	4.90
$α$	0.0788	4.57
$β$	0.8454	29.59
$γ_{1}$	-0.3844	-3.10
$γ_{2}$	0.8395	4.17
$γ_{3}$	-0.8129	-4.34
$γ_{4}$	0.4485	2.76
$γ_{5}$	-0.0104	-0.09
$γ_{6}$	-0.1954	-2.10
$γ_{7}$	0.2021	2.19
$γ_{8}$	0.0286	0.25
$γ_{9}$	-0.3163	-2.32
$γ_{10}$	0.1408	0.93

V-Lab

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

Volatility Prediction for Friday, February 20th, 2026:4.44% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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