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)

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)

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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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{type} for {date}

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	param	t-stat
$ω$	0.0000	3.33
$α$	0.0677	18.14
$β$	0.9272	343.79
$γ$	0.0414	1.69
$δ$	2.1829	25.06

V-Lab

iShares Ultra Short Duration Bond Active ETF APARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.46% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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