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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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

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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
$m$	51
$α$	1.0000	9,999,900.00
$β$	0.0000	120.00
$γ$	-0.0000	-40.00
$λ_{1}$	0.6486	126.60
$λ_{2}$	0.2517	125,832.50
$λ_{3}$	0.0488	53.36

V-Lab

Ishares Ibonds Dec 2026 Term Muni Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:0.73% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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