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

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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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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

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0860	14.65
$β$	0.6427	38.30
$γ$	0.2227	16.35
$λ_{1}$	0.0077	3.72
$λ_{2}$	0.1391	3.30
$λ_{3}$	0.8342	16.80

V-Lab

iShares J.P. Morgan USD Emerging Markets Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.80% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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