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)

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

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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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	46
$α$	0.0871	2.94
$β$	0.6104	12.78
$γ$	-0.0711	-2.73
$λ_{1}$	0.0105	0.25
$λ_{2}$	0.5169	0.34
$λ_{3}$	0.4019	0.21

V-Lab

Franklin U.S. Treasury Bond ETF Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.76% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin U.S. Treasury Bond ETF Fund Analyses