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

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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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.7786	8.06
$α$	0.0894	5.88
$β$	0.8595	46.12
$γ_{1}$	-0.1905	-5.85
$γ_{2}$	0.2938	5.78
$γ_{3}$	-0.1492	-3.65
$γ_{4}$	0.1469	3.13
$γ_{5}$	-0.3211	-4.22

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:2.41% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Intermediate Government/Credit Bond ETF Analyses