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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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.4644	8.78
$α$	0.0705	1.55
$β$	0.4829	1.72
$γ_{1}$	-1.1990	-6.35
$γ_{2}$	1.4163	4.85
$γ_{3}$	-0.5308	-1.74

V-Lab

iShares BBB Rated Corporate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.17% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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