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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 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

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	param	t-stat
$ω$	0.0976	8.61
$α$	0.0733	33.26
$β$	0.9922	1,064.55
$ν$	10.5348	4.73

V-Lab

iShares Core U.S. Aggregate Bond ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.49% (+0.07%)

Date Range:

Parameter Estimates

Other iShares Core U.S. Aggregate Bond ETF Analyses