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

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0004	10.84
$α$	0.0626	18.08
$β$	0.9296	422.91
$γ$	0.0079	1.28

V-Lab

iShares 3-7 Year Treasury Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:2.74% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 3-7 Year Treasury Bond ETF Analyses