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 Volatility Index

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CBOE DJIA 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

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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.8707	8,707,140.00
$β$	0.0000	100.00
$γ$	0.2586	2,585,520.00
$λ_{1}$	0.3011	20.99
$λ_{2}$	1.0000	32.04
$λ_{3}$	0.0000	0.00

V-Lab

iShares iBonds Dec 2030 Term Corporate ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:7.98% (+5.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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