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

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5596	3.01
$α$	0.1860	5.84
$β$	0.7282	20.42
$γ_{1}$	-0.1852	-1.11
$γ_{2}$	0.2323	1.04
$γ_{3}$	-0.0402	-0.35
$γ_{4}$	0.2662	2.54
$γ_{5}$	-0.5266	-6.84

V-Lab

iShares Short Duration Bond Active ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.15% (-0.03%)

Date Range:

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News Impact Curve

Volatility Forecasts

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