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)

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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

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2425	1.70
$α$	0.0797	2.57
$β$	0.8239	13.55
$γ_{1}$	1.1005	1.16
$γ_{2}$	-1.4755	-1.16
$γ_{3}$	0.9403	1.76
$γ_{4}$	-1.2162	-2.99
$γ_{5}$	0.7292	2.23
$γ_{6}$	0.0569	0.28

V-Lab

iShares Investment Grade Systematic Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.15% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

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