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
$ω$	0.6611	2.09
$α$	0.1200	2.20
$β$	0.5272	2.22
$γ_{1}$	9.7783	2.20
$γ_{2}$	-15.3969	-2.64
$γ_{3}$	3.9552	1.54
$γ_{4}$	4.4151	2.22
$γ_{5}$	-6.3381	-3.46
$γ_{6}$	9.1207	4.25
$γ_{7}$	-10.3698	-3.70
$γ_{8}$	7.3319	1.87

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:2.48% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares iBonds 2027 Term High Yield and Income ETF Analyses