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
$ω$	0.8129	4.81
$α$	0.0708	4.36
$β$	0.8683	34.58
$γ_{1}$	-0.2763	-2.15
$γ_{2}$	0.3995	2.16
$γ_{3}$	-0.2203	-1.92
$γ_{4}$	0.1874	2.00
$γ_{5}$	0.0249	0.24
$γ_{6}$	-0.3564	-3.29
$γ_{7}$	0.3458	4.63

V-Lab

iShares Core 10+ Year USD Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:9.10% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core 10+ Year USD Bond ETF Analyses