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

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.4745	4.36
$α$	0.0841	4.85
$β$	0.8492	39.58
$γ_{1}$	-0.5777	-3.53
$γ_{2}$	0.7600	3.22
$γ_{3}$	-0.1675	-1.47
$γ_{4}$	-0.0880	-1.06
$γ_{5}$	0.2512	2.96
$γ_{6}$	-0.3116	-3.92
$γ_{7}$	-0.0055	-0.06

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:3.21% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Broad USD Investment Grade Corporate Bond ETF Analyses