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

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

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{type} for {date}

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	param	t-stat
$ω$	0.4222	3.32
$α$	0.0826	5.06
$β$	0.8696	39.14
$γ_{1}$	-0.7393	-2.33
$γ_{2}$	0.7534	1.84
$γ_{3}$	-0.0071	-0.03
$γ_{4}$	0.2563	1.14
$γ_{5}$	-0.6271	-3.08
$γ_{6}$	0.7660	3.64
$γ_{7}$	-0.6094	-2.62
$γ_{8}$	0.4736	2.15
$γ_{9}$	-0.7516	-3.31
$γ_{10}$	0.7085	3.95

V-Lab

iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.99% (+0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF Analyses