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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5849	0.00
$α$	0.1459	0.00
$β$	0.8541	0.00
$γ_{1}$	-5.2449	-0.00
$γ_{2}$	6.6047	0.00
$γ_{3}$	-4.1525	-0.00
$γ_{4}$	6.6170	0.00
$γ_{5}$	-5.3921	-0.00
$γ_{6}$	1.9340	0.00
$γ_{7}$	-0.8594	-0.00
$γ_{8}$	0.6512	0.00

V-Lab

iShares Core 1-5 Year USD Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.82% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core 1-5 Year USD Bond ETF Analyses