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)

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CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

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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
$m$	36
$α$	0.7500	7,499,880.00
$β$	0.0000	130.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	2.0573	38.34
$λ_{2}$	0.1529	20.85
$λ_{3}$	0.0000	0.00

V-Lab

iShares International Treasury Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:0.16% (-2.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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