ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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CBOE S&P 500 9-Day Volatility Index

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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	param	t-stat
$ω$	1.4831	7.00
$α$	0.0824	3.00
$β$	0.8032	12.06
$γ_{1}$	0.2705	0.94
$γ_{2}$	0.0729	0.15
$γ_{3}$	-1.0802	-2.29
$γ_{4}$	2.0182	3.76
$γ_{5}$	-2.7565	-5.09
$γ_{6}$	2.0849	4.63
$γ_{7}$	-0.5111	-1.54

V-Lab

iShares iBonds Dec 2026 Term Corporate ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.50% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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