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)

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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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{type} for {date}

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	param	t-stat
$ω$	1.9063	3.05
$α$	0.0874	4.55
$β$	0.9032	44.06
$γ_{1}$	0.1057	1.64
$γ_{2}$	-0.1266	-1.59

V-Lab

iShares Trust iShares ESG Advanced High Yield Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.17% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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