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
$ω$	0.4829	8.07
$α$	0.1504	5.14
$β$	0.6144	9.50
$γ_{1}$	-0.5789	-2.49
$γ_{2}$	0.6949	1.95
$γ_{3}$	-0.2125	-1.09
$γ_{4}$	0.5837	4.56
$γ_{5}$	-1.0186	-7.02
$γ_{6}$	0.5997	2.30

V-Lab

Flexshares Trust-Flexshares Disciplined Duration Mbs Index Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.47% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Flexshares Trust-Flexshares Disciplined Duration Mbs Index Fund Analyses