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)

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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CBOE DJIA Volatility Index

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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
$ω$	1.3523	6.48
$α$	0.1028	5.62
$β$	0.7920	22.50
$γ_{1}$	-0.3958	-2.19
$γ_{2}$	0.4588	1.85
$γ_{3}$	-0.1270	-0.84
$γ_{4}$	0.4140	2.64
$γ_{5}$	-0.4873	-3.37
$γ_{6}$	0.1650	1.08
$γ_{7}$	-0.3768	-2.11
$γ_{8}$	1.0260	6.06
$γ_{9}$	-1.0114	-5.26
$γ_{10}$	0.2788	1.44

V-Lab

iShares 0-1 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:0.53% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-1 Year Treasury Bond ETF Analyses