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
$ω$	0.4120	3.26
$α$	0.1174	4.20
$β$	0.7380	15.93
$γ_{1}$	-1.7469	-2.63
$γ_{2}$	2.1729	3.07
$γ_{3}$	-0.1265	-0.29
$γ_{4}$	-0.8915	-1.67
$γ_{5}$	1.9873	4.32
$γ_{6}$	-2.9961	-7.04
$γ_{7}$	1.9983	4.16
$γ_{8}$	0.1920	0.28

V-Lab

iShares Systematic Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:4.00% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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