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)

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 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0038	15.07
$α$	0.0766	10.82
$β$	0.8361	134.19
$γ$	0.1586	7.15

V-Lab

iShares High Yield Systematic Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.66% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares High Yield Systematic Bond ETF Analyses