ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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

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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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{type} for {date}

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	param	t-stat
$ω$	1.7524	3.88
$α$	0.0892	4.45
$β$	0.8132	24.02
$γ_{1}$	1.1134	2.99
$γ_{2}$	-1.1806	-2.17
$γ_{3}$	-0.0875	-0.22
$γ_{4}$	0.0654	0.17
$γ_{5}$	0.5262	1.49
$γ_{6}$	-1.0407	-3.04
$γ_{7}$	1.5298	4.21
$γ_{8}$	-1.7848	-4.81
$γ_{9}$	0.9690	3.08
$γ_{10}$	0.0354	0.17

V-Lab

FlexShares iBoxx 5-Year Target Duration TIPS Index Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.05% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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