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

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

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	param	t-stat
$ω$	-0.0063	-7.00
$α$	0.0441	11.12
$β$	0.9970	1,296.45
$γ$	-0.0397	-13.06

V-Lab

iShares ESG Advanced Universal USD Bond ETF EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.45% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares ESG Advanced Universal USD Bond ETF Analyses