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

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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
$ω$	1.8371	5.62
$α$	0.1004	3.88
$β$	0.7659	14.27
$γ_{1}$	0.4707	1.61
$γ_{2}$	-0.0888	-0.20
$γ_{3}$	-0.7112	-2.01
$γ_{4}$	0.3366	0.96
$γ_{5}$	0.3900	1.16
$γ_{6}$	-0.9210	-2.78
$γ_{7}$	1.3108	3.74
$γ_{8}$	-1.6203	-4.31
$γ_{9}$	1.0818	2.66
$γ_{10}$	-0.4297	-0.79

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:2.08% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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