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

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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)

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
$ω$	1.1640	3.04
$α$	0.1234	3.72
$β$	0.8500	29.93
$γ_{1}$	0.5403	0.58
$γ_{2}$	-1.0948	-0.76
$γ_{3}$	1.0591	1.62
$γ_{4}$	-0.8794	-4.25
$γ_{5}$	0.7149	3.16
$γ_{6}$	-0.8373	-3.75
$γ_{7}$	1.4234	6.84
$γ_{8}$	-1.7473	-8.38
$γ_{9}$	1.0471	6.57

V-Lab

iShares MBS ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:4.04% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MBS ETF Analyses