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

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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
$ω$	0.8876	2.79
$α$	0.1312	3.77
$β$	0.7249	13.95
$γ_{1}$	-2.4984	-1.69
$γ_{2}$	4.2479	1.96
$γ_{3}$	-2.7635	-2.32
$γ_{4}$	2.2065	2.23
$γ_{5}$	-2.4918	-2.55
$γ_{6}$	2.3592	2.35
$γ_{7}$	-2.0880	-2.21
$γ_{8}$	1.1870	1.49
$γ_{9}$	0.7164	0.79
$γ_{10}$	-2.2966	-1.38

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:3.77% (+0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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