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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

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

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9074	2.80
$α$	0.1284	3.76
$β$	0.7398	14.80
$γ_{1}$	-2.4600	-1.62
$γ_{2}$	4.1868	1.88
$γ_{3}$	-2.7144	-2.21
$γ_{4}$	2.1540	2.11
$γ_{5}$	-2.4450	-2.44
$γ_{6}$	2.3440	2.28
$γ_{7}$	-2.1584	-2.23
$γ_{8}$	1.4413	1.84
$γ_{9}$	0.0582	0.08
$γ_{10}$	-0.5837	-1.18

V-Lab

iShares Interest Rate Hedged Long-Term Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.41% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Interest Rate Hedged Long-Term Corporate Bond ETF Analyses