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)

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CBOE Russell 2000 Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0005	9.30
$α$	0.0482	10.73
$β$	0.9289	293.86
$γ$	0.0399	4.03

V-Lab

iShares Core 5-10 Year USD Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:4.04% (+0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core 5-10 Year USD Bond ETF Analyses