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

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{type} for {date}

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	param	t-stat
$ω$	0.3922	4.10
$α$	0.1276	4.71
$β$	0.8370	33.94
$γ_{1}$	-0.7265	-5.04
$γ_{2}$	1.1234	4.87
$γ_{3}$	-0.6132	-3.20
$γ_{4}$	0.2518	1.24
$γ_{5}$	0.0345	0.14

V-Lab

iShares Interest Rate Hedged Corporate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.28% (-0.16%)

Date Range:

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News Impact Curve

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