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

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1521	4.84
$α$	0.1416	2.78
$β$	0.4535	4.66
$γ_{1}$	1.4446	1.37
$γ_{2}$	-2.8889	-1.67
$γ_{3}$	3.0611	3.12
$γ_{4}$	-3.1076	-5.81
$γ_{5}$	3.0838	6.59
$γ_{6}$	-2.4572	-5.47
$γ_{7}$	0.6183	0.94
$γ_{8}$	0.6292	0.64
$γ_{9}$	-0.5097	-0.58

V-Lab

iShares Core International Aggregate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:4.28% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core International Aggregate Bond ETF Analyses