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)

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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
$ω$	0.4149	2.79
$α$	0.0862	4.74
$β$	0.8372	35.42
$γ_{1}$	-0.8562	-2.72
$γ_{2}$	0.9811	2.39
$γ_{3}$	-0.0547	-0.37
$γ_{4}$	-0.0317	-0.28
$γ_{5}$	-0.1644	-1.31
$γ_{6}$	0.3049	2.41
$γ_{7}$	-0.1156	-0.89
$γ_{8}$	-0.3641	-2.32
$γ_{9}$	0.4483	3.51

V-Lab

iShares Broad USD Investment Grade Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.86% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Broad USD Investment Grade Corporate Bond ETF Analyses