ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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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	param	t-stat
$ω$	-0.0422	-10.80
$α$	0.1737	15.21
$β$	0.9815	683.97
$γ$	0.0007	0.07

V-Lab

Flexshares Trust-Flexshares Disciplined Duration Mbs Index Fund EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.15% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Flexshares Trust-Flexshares Disciplined Duration Mbs Index Fund Analyses