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

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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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.3182	3,182,150.00
$β$	0.4318	4,317,850.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0838	23.09
$λ_{2}$	0.4243	54.91
$λ_{3}$	0.0000	0.00

V-Lab

iShares iBonds Dec 2030 Term Treasury ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.25% (+0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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