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

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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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{type} for {date}

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	param	t-stat
$ω$	2.0879	2.18
$α$	0.1154	1.65
$β$	0.6954	7.46
$γ_{1}$	1.1200	1.71
$γ_{2}$	-2.0713	-1.53
$γ_{3}$	1.9735	1.66
$γ_{4}$	-1.6446	-2.36
$γ_{5}$	1.4283	3.71
$γ_{6}$	-1.5058	-4.49
$γ_{7}$	0.7423	2.44
$γ_{8}$	-0.3146	-0.76

V-Lab

iShares Core Universal USD Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.52% (+0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core Universal USD Bond ETF Analyses