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)

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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)

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.1224	13.31
$β$	0.6898	55.81
$γ$	-0.0073	-0.47
$λ_{1}$	0.0000	1.00
$λ_{2}$	0.3982	8.72
$λ_{3}$	0.6018	8.18

V-Lab

iShares 0-1 Year Treasury Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:0.55% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-1 Year Treasury Bond ETF Analyses