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
$ω$	1.1687	3.02
$α$	0.1237	3.73
$β$	0.8501	30.06
$γ_{1}$	0.5482	0.59
$γ_{2}$	-1.1073	-0.76
$γ_{3}$	1.0653	1.62
$γ_{4}$	-0.8820	-4.27
$γ_{5}$	0.7193	3.13
$γ_{6}$	-0.8505	-3.77
$γ_{7}$	1.4461	6.84
$γ_{8}$	-1.7636	-8.22
$γ_{9}$	1.0490	6.40

V-Lab

iShares MBS ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.53% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MBS ETF Analyses