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)

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CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.1264	13.13
$β$	0.6895	55.60
$γ$	-0.0085	-0.52
$λ_{1}$	0.0000	1.50
$λ_{2}$	0.2673	12.54
$λ_{3}$	0.7327	18.55

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:0.70% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-1 Year Treasury Bond ETF Analyses