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

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	param	t-stat
$ω$	0.5183	5.64
$α$	0.0802	5.44
$β$	0.8867	46.78
$γ_{1}$	-0.4012	-4.01
$γ_{2}$	0.5968	3.86
$γ_{3}$	-0.2825	-2.99
$γ_{4}$	0.2069	3.03
$γ_{5}$	-0.1483	-2.18
$γ_{6}$	-0.1841	-1.72

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:3.22% (+0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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