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

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{type} for {date}

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	param	t-stat
$ω$	0.4906	4.23
$α$	0.0702	1.62
$β$	0.7514	6.62
$γ_{1}$	-0.9122	-1.16
$γ_{2}$	1.1722	0.91
$γ_{3}$	-0.6698	-0.47
$γ_{4}$	1.3897	0.87
$γ_{5}$	-2.3553	-1.82
$γ_{6}$	3.0612	3.32
$γ_{7}$	-3.1425	-4.69
$γ_{8}$	1.9007	3.73
$γ_{9}$	-0.6959	-1.75
$γ_{10}$	0.5204	1.92

V-Lab

FlexShares Credit-Scored US Long Corporate Bond Index Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:7.79% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FlexShares Credit-Scored US Long Corporate Bond Index Fund Analyses