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

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

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8237	3.98
$α$	0.1146	2.29
$β$	0.6224	4.85
$γ_{1}$	-0.9637	-0.33
$γ_{2}$	6.9479	1.67
$γ_{3}$	-9.2177	-4.03
$γ_{4}$	-0.3092	-0.16
$γ_{5}$	7.3371	3.85
$γ_{6}$	-7.2176	-3.63
$γ_{7}$	7.8617	3.65
$γ_{8}$	-8.1685	-3.51
$γ_{9}$	5.3242	2.99

V-Lab

iShares BB Rated Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.40% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares BB Rated Corporate Bond ETF Analyses