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
$m$	26
$α$	0.0877	18.29
$β$	0.7415	39.92
$γ$	0.0765	8.00
$λ_{1}$	0.0001	3.00
$λ_{2}$	0.0754	3.54
$λ_{3}$	0.9235	41.76

V-Lab

iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.51% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF Analyses