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)

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)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	-0.0003	-1.00
$α$	0.1334	27.04
$β$	0.8560	211.93
$γ$	0.1800	20.10

V-Lab

iShares High Yield Systematic Bond ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.37% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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