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
$ω$	1.4127	7.51
$α$	0.0924	4.37
$β$	0.8577	36.29
$γ_{1}$	0.2771	4.47
$γ_{2}$	-0.4323	-4.42
$γ_{3}$	0.3031	4.09
$γ_{4}$	-0.2091	-3.03
$γ_{5}$	-0.0327	-0.30

V-Lab

iShares 0-5 Year TIPS Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.56% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-5 Year TIPS Bond ETF Analyses