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)

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

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	param	t-stat
$ω$	3.5392	4.11
$α$	0.0789	2.17
$β$	0.4907	2.81
$γ_{1}$	11.3328	4.70
$γ_{2}$	-14.4079	-3.68
$γ_{3}$	5.9782	2.20
$γ_{4}$	-5.7112	-3.17
$γ_{5}$	2.8520	1.92
$γ_{6}$	-0.1123	-0.07
$γ_{7}$	-0.5128	-0.33
$γ_{8}$	2.4879	1.35
$γ_{9}$	-5.3374	-1.93

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:0.75% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares iBonds Dec 2026 Term Treasury ETF Analyses