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)

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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
$ω$	1.7672	3.93
$α$	0.0888	4.41
$β$	0.8119	23.55
$γ_{1}$	1.1320	3.07
$γ_{2}$	-1.2050	-2.24
$γ_{3}$	-0.0797	-0.20
$γ_{4}$	0.0596	0.16
$γ_{5}$	0.5395	1.53
$γ_{6}$	-1.0674	-3.13
$γ_{7}$	1.5788	4.33
$γ_{8}$	-1.8815	-4.93
$γ_{9}$	1.1760	3.21
$γ_{10}$	-0.4688	-1.00

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:2.74% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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