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
$ω$	0.2491	0.98
$α$	0.0945	2.36
$β$	0.8610	14.55
$γ_{1}$	-2.1660	-1.44
$γ_{2}$	2.5829	1.07
$γ_{3}$	-1.5006	-0.65
$γ_{4}$	2.4473	1.21
$γ_{5}$	-2.2405	-1.88
$γ_{6}$	1.9787	2.69
$γ_{7}$	-1.8411	-2.74
$γ_{8}$	0.7090	1.28
$γ_{9}$	0.0363	0.06

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:1.93% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core 1-5 Year USD Bond ETF Analyses