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

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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

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.1663	6.46
$α$	0.0827	49.33
$β$	0.9981	3,429.87
$ν$	5.5468	12.92

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FlexShares iBoxx 3-Year Target Duration TIPS Index Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.93% (-0.09%)

Date Range:

Parameter Estimates

Other FlexShares iBoxx 3-Year Target Duration TIPS Index Fund Analyses