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

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CBOE DJIA Volatility Index

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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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	param	t-stat
$ω$	0.9327	3.67
$α$	0.1015	3.05
$β$	0.7515	13.12
$γ_{1}$	1.0241	1.33
$γ_{2}$	-1.8791	-1.80
$γ_{3}$	1.6479	2.45
$γ_{4}$	-1.6389	-2.47
$γ_{5}$	2.9914	4.09
$γ_{6}$	-4.0463	-5.24
$γ_{7}$	2.1191	3.32
$γ_{8}$	-0.4208	-0.86
$γ_{9}$	0.5151	1.49

V-Lab

iShares Core 5-10 Year USD Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:4.92% (+0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core 5-10 Year USD Bond ETF Analyses