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

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CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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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	6.97
$α$	0.0829	3.02
$β$	0.8036	12.21
$γ_{1}$	0.2702	0.94
$γ_{2}$	0.0716	0.15
$γ_{3}$	-1.0722	-2.25
$γ_{4}$	1.9924	3.66
$γ_{5}$	-2.6865	-4.73
$γ_{6}$	1.9134	3.48
$γ_{7}$	-0.0780	-0.09

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:1.65% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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