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

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9075	5.51
$α$	0.0846	4.61
$β$	0.8489	31.49
$γ_{1}$	-0.1928	-1.54
$γ_{2}$	0.3712	2.04
$γ_{3}$	-0.3213	-2.74
$γ_{4}$	0.2349	2.27
$γ_{5}$	0.0350	0.30
$γ_{6}$	-0.3870	-3.11
$γ_{7}$	0.3723	4.07

V-Lab

iShares Long-Term Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:8.19% (+0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Long-Term Corporate Bond ETF Analyses