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
$ω$	0.5084	4.67
$α$	0.2447	4.86
$β$	0.4941	7.73
$γ_{1}$	0.6823	2.02
$γ_{2}$	-0.9341	-1.55
$γ_{3}$	-0.2127	-0.42
$γ_{4}$	0.8623	1.93
$γ_{5}$	-0.6985	-1.62
$γ_{6}$	0.1230	0.29
$γ_{7}$	1.4402	4.36
$γ_{8}$	-2.9953	-5.35
$γ_{9}$	3.3770	3.84
$γ_{10}$	-2.4736	-2.26

V-Lab

FlexShares Ultra-Short Income Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.53% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FlexShares Ultra-Short Income Analyses