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)

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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.0006	16.26
$α$	0.0860	30.55
$β$	0.9031	317.33
$γ$	0.0100	2.11

V-Lab

iShares Intermediate Government/Credit Bond ETF AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:5.10% (+2.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Intermediate Government/Credit Bond ETF Analyses