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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	param	t-stat
$ω$	0.4061	1.94
$α$	0.1358	3.52
$β$	0.6650	11.62
$γ_{1}$	-1.3586	-0.86
$γ_{2}$	1.8385	0.92
$γ_{3}$	-1.6703	-2.19
$γ_{4}$	3.3607	4.30
$γ_{5}$	-3.5116	-4.21
$γ_{6}$	1.0783	1.66
$γ_{7}$	0.7828	1.27
$γ_{8}$	-1.4119	-1.37

V-Lab

iShares ESG Aware 1-5 Year USD Corporate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.58% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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