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
$ω$	0.9545	7.12
$α$	0.0000	0.00
$β$	0.9999	115.63
$γ_{1}$	0.0920	0.01
$γ_{2}$	-3.0073	-0.30
$γ_{3}$	5.0090	2.62
$γ_{4}$	-5.0952	-3.48
$γ_{5}$	5.2257	3.27
$γ_{6}$	-4.2666	-2.42
$γ_{7}$	3.5206	2.88

V-Lab

John Hancock Mortgage-Backed Securities ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.58% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Mortgage-Backed Securities ETF Analyses