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 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0005	12.56
$α$	0.0718	34.27
$β$	0.9230	396.47
$γ$	0.0131	2.27

V-Lab

iShares 3-7 Year Treasury Bond ETF AGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:9.19% (+6.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 3-7 Year Treasury Bond ETF Analyses