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)

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CBOE Russell 2000 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
$m$	31
$α$	0.7456	7,455,770.00
$β$	0.0044	44,230.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.2427	14.74
$λ_{2}$	0.2986	17.09
$λ_{3}$	0.0000	0.00

V-Lab

iShares 10-20 Year Treasury Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:2.35% (-3.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 10-20 Year Treasury Bond ETF Analyses