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
$ω$	0.5311	1.72
$α$	0.2769	7.63
$β$	0.7034	23.40
$γ_{1}$	-1.2425	-8.11
$γ_{2}$	1.6063	6.97
$γ_{3}$	-0.2180	-1.36
$γ_{4}$	-0.2864	-1.83
$γ_{5}$	0.1887	1.25
$γ_{6}$	0.0979	0.56
$γ_{7}$	-0.3590	-1.96
$γ_{8}$	0.2744	2.27

V-Lab

iShares Preferred & Income Securities ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:7.71% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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