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

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5466	2.26
$α$	0.0932	3.57
$β$	0.8406	17.14
$γ_{1}$	0.1296	0.06
$γ_{2}$	1.4842	0.42
$γ_{3}$	-3.0937	-1.34
$γ_{4}$	2.7144	1.93
$γ_{5}$	-2.6549	-2.73
$γ_{6}$	4.2055	3.86
$γ_{7}$	-5.8447	-5.60
$γ_{8}$	3.6703	3.29
$γ_{9}$	1.3312	0.81
$γ_{10}$	-7.5004	-1.95

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:1.75% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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