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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{type} for {date}

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	param	t-stat
$ω$	1.8239	5.55
$α$	0.1006	3.92
$β$	0.7676	14.60
$γ_{1}$	0.4555	1.55
$γ_{2}$	-0.0696	-0.15
$γ_{3}$	-0.7158	-2.01
$γ_{4}$	0.3395	0.96
$γ_{5}$	0.3801	1.13
$γ_{6}$	-0.8988	-2.70
$γ_{7}$	1.2700	3.66
$γ_{8}$	-1.5422	-4.31
$γ_{9}$	0.9162	2.77
$γ_{10}$	-0.0189	-0.08

V-Lab

FlexShares iBoxx 3-Year Target Duration TIPS Index Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.31% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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