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)

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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 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
$ω$	0.5077	5.36
$α$	0.0916	5.17
$β$	0.8282	32.80
$γ_{1}$	-0.7497	-4.40
$γ_{2}$	0.7686	3.22
$γ_{3}$	-0.0022	-0.01
$γ_{4}$	0.2025	1.11
$γ_{5}$	-0.4815	-2.59
$γ_{6}$	0.4679	2.45
$γ_{7}$	-0.3112	-1.43
$γ_{8}$	0.4082	1.85
$γ_{9}$	-0.7992	-4.29
$γ_{10}$	0.7192	5.80

V-Lab

iShares Intermediate Government/Credit Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.96% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Intermediate Government/Credit Bond ETF Analyses