ICE BofAML U.S. Bond Market Option Volatility Estimate 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
$ω$	0.8105	3.70
$α$	0.0136	0.79
$β$	0.9098	6.69
$γ_{1}$	0.7230	1.74
$γ_{2}$	-1.5304	-2.63
$γ_{3}$	1.0479	3.15
$γ_{4}$	-0.7340	-1.93

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:2.38% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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