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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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
$ω$	0.6953	8.49
$α$	0.0432	1.48
$β$	0.6839	2.92
$γ_{1}$	0.6825	3.27
$γ_{2}$	-1.2395	-3.86
$γ_{3}$	0.6336	2.64
$γ_{4}$	-0.3870	-1.19

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:3.31% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin U.S. Treasury Bond ETF Fund Analyses