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)

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
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0050	49,530.00
$γ$	-0.0099	-98,870.00
$λ_{1}$	0.0651	650,960.00
$λ_{2}$	0.0845	844,860.00
$λ_{3}$	0.0000	100.00

V-Lab

iShares Yield Optimized Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:0.03% (-3.50%)

Date Range:

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