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

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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

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{type} for {date}

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	param	t-stat
$ω$	0.5096	4.67
$α$	0.2471	4.86
$β$	0.4895	7.53
$γ_{1}$	0.6850	2.06
$γ_{2}$	-0.9490	-1.60
$γ_{3}$	-0.1824	-0.36
$γ_{4}$	0.8340	1.89
$γ_{5}$	-0.6995	-1.63
$γ_{6}$	0.1816	0.41
$γ_{7}$	1.3292	4.05
$γ_{8}$	-2.8858	-6.22
$γ_{9}$	3.3016	4.84
$γ_{10}$	-2.4029	-5.18

V-Lab

FlexShares Ultra-Short Income Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:1.57% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FlexShares Ultra-Short Income Analyses