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
$ω$	0.4703	2.66
$α$	0.1188	6.64
$β$	0.8246	37.22
$γ_{1}$	-0.7709	-2.32
$γ_{2}$	0.8754	1.92
$γ_{3}$	-0.2575	-0.95
$γ_{4}$	0.5249	2.32
$γ_{5}$	-0.7480	-3.43
$γ_{6}$	0.8793	3.78
$γ_{7}$	-0.9329	-3.64
$γ_{8}$	0.9276	3.62
$γ_{9}$	-1.0668	-4.37
$γ_{10}$	0.7783	4.33

V-Lab

iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.96% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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