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

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{type} for {date}

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	param	t-stat
$ω$	0.8196	3.96
$α$	0.1141	2.29
$β$	0.6237	4.88
$γ_{1}$	-1.0495	-0.36
$γ_{2}$	7.0838	1.71
$γ_{3}$	-9.2935	-4.06
$γ_{4}$	-0.2878	-0.14
$γ_{5}$	7.3713	3.86
$γ_{6}$	-7.2993	-3.63
$γ_{7}$	8.0013	3.54
$γ_{8}$	-8.4236	-3.02
$γ_{9}$	5.8811	1.45

V-Lab

iShares BB Rated Corporate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.00% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares BB Rated Corporate Bond ETF Analyses