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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5347	1.66
$α$	0.2787	7.69
$β$	0.7024	23.40
$γ_{1}$	-1.2584	-8.26
$γ_{2}$	1.6286	7.09
$γ_{3}$	-0.2249	-1.40
$γ_{4}$	-0.2909	-1.86
$γ_{5}$	0.2073	1.36
$γ_{6}$	0.0519	0.29
$γ_{7}$	-0.2608	-1.25
$γ_{8}$	0.0470	0.19

V-Lab

iShares Preferred & Income Securities ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:7.21% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Preferred & Income Securities ETF Analyses