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

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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
$ω$	0.6809	2.72
$α$	0.2621	5.79
$β$	0.7364	18.76
$γ_{1}$	-3.3122	-0.86
$γ_{2}$	4.3547	1.01
$γ_{3}$	-1.1762	-1.16
$γ_{4}$	-0.3350	-0.41
$γ_{5}$	1.2452	1.78
$γ_{6}$	-2.2372	-2.42
$γ_{7}$	4.1102	2.38
$γ_{8}$	-4.9297	-2.66
$γ_{9}$	3.4526	4.16
$γ_{10}$	-1.6503	-3.47

V-Lab

iShares Floating Rate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.96% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Floating Rate Bond ETF Analyses