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)

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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.0012	12.73
$α$	0.0448	16.66
$β$	0.9475	594.07
$γ$	0.0023	0.50

V-Lab

iShares 7-10 Year Treasury Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.71% (+0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 7-10 Year Treasury Bond ETF Analyses