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 6-Month Volatility Index (BP Volatility)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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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	param	t-stat
$ω$	0.9372	3.68
$α$	0.2119	4.95
$β$	0.6567	12.01
$γ_{1}$	-0.4865	-0.96
$γ_{2}$	1.3785	1.89
$γ_{3}$	-1.6832	-3.02
$γ_{4}$	0.8096	1.67
$γ_{5}$	0.2330	0.81

V-Lab

iShares iBonds Dec 2028 Term Muni Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.70% (+0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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