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

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
$ω$	2.0835	2.18
$α$	0.1162	1.69
$β$	0.6989	7.74
$γ_{1}$	1.1027	1.66
$γ_{2}$	-2.0450	-1.50
$γ_{3}$	1.9539	1.63
$γ_{4}$	-1.6153	-2.30
$γ_{5}$	1.3734	3.56
$γ_{6}$	-1.3896	-4.22
$γ_{7}$	0.4777	1.81
$γ_{8}$	0.3662	2.28

V-Lab

iShares Core Universal USD Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.94% (+0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core Universal USD Bond ETF Analyses