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
$ω$	0.4159	3.18
$α$	0.1177	4.33
$β$	0.7463	17.05
$γ_{1}$	-1.7332	-2.56
$γ_{2}$	2.1431	2.98
$γ_{3}$	-0.0945	-0.22
$γ_{4}$	-0.9234	-1.70
$γ_{5}$	2.0398	4.40
$γ_{6}$	-3.1242	-7.55
$γ_{7}$	2.2998	5.58
$γ_{8}$	-0.5761	-1.88

V-Lab

iShares Systematic Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.59% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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