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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	param	t-stat
$ω$	3.1525	5.87
$α$	0.1148	5.85
$β$	0.7574	21.91
$γ_{1}$	0.5062	3.53
$γ_{2}$	-0.5393	-2.41
$γ_{3}$	0.2436	1.36
$γ_{4}$	-0.5348	-3.43
$γ_{5}$	0.6273	4.24
$γ_{6}$	-0.5234	-3.42
$γ_{7}$	0.5574	4.24
$γ_{8}$	-0.7225	-6.24
$γ_{9}$	0.5284	5.50

V-Lab

iShares Agency Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.33% (+0.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Agency Bond ETF Analyses