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

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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
$ω$	1.1836	3.02
$α$	0.1234	3.74
$β$	0.8508	30.23
$γ_{1}$	0.5887	0.61
$γ_{2}$	-1.1695	-0.79
$γ_{3}$	1.0980	1.65
$γ_{4}$	-0.9009	-4.33
$γ_{5}$	0.7325	3.18
$γ_{6}$	-0.8565	-3.76
$γ_{7}$	1.4382	6.48
$γ_{8}$	-1.7315	-6.63
$γ_{9}$	0.9692	2.66

V-Lab

iShares MBS ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.43% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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