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

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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)

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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

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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
$ω$	3.4970	4.08
$α$	0.0788	2.16
$β$	0.4746	2.64
$γ_{1}$	11.1480	4.61
$γ_{2}$	-14.1215	-3.60
$γ_{3}$	5.8212	2.13
$γ_{4}$	-5.6493	-3.13
$γ_{5}$	2.9252	1.98
$γ_{6}$	-0.4477	-0.29
$γ_{7}$	0.3655	0.23
$γ_{8}$	0.4382	0.26
$γ_{9}$	-0.0715	-0.05

V-Lab

iShares iBonds Dec 2026 Term Treasury ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:0.94% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares iBonds Dec 2026 Term Treasury ETF Analyses