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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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
$ω$	0.6589	2.07
$α$	0.1209	2.20
$β$	0.5273	2.23
$γ_{1}$	9.6993	2.16
$γ_{2}$	-15.2760	-2.60
$γ_{3}$	3.8986	1.51
$γ_{4}$	4.4185	2.22
$γ_{5}$	-6.2898	-3.47
$γ_{6}$	9.0008	4.44
$γ_{7}$	-10.1052	-4.32
$γ_{8}$	6.6932	3.47

V-Lab

iShares iBonds 2027 Term High Yield and Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.02% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares iBonds 2027 Term High Yield and Income ETF Analyses