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

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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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
$ω$	1.2409	1.72
$α$	0.0784	2.47
$β$	0.8225	12.75
$γ_{1}$	1.1197	1.19
$γ_{2}$	-1.5175	-1.21
$γ_{3}$	1.0044	1.89
$γ_{4}$	-1.3500	-3.23
$γ_{5}$	1.0370	2.57
$γ_{6}$	-0.7414	-1.25

V-Lab

iShares Investment Grade Systematic Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.46% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

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