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

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	param	t-stat
$ω$	0.0015	15.67
$α$	0.0710	9.96
$β$	0.9015	245.90
$γ$	0.0210	1.95

V-Lab

FlexShares iBoxx 5-Year Target Duration TIPS Index Fund GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.85% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FlexShares iBoxx 5-Year Target Duration TIPS Index Fund Analyses