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)

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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
$m$	66
$α$	0.0109	2.22
$β$	0.8298	176.79
$γ$	0.2725	35.14
$λ_{1}$	0.0633	13.89
$λ_{2}$	0.7917	25.19
$λ_{3}$	0.0000	0.00

V-Lab

iShares Interest Rate Hedged High Yield Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:5.68% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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