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

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{type} for {date}

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	param	t-stat
$ω$	0.5960	5.39
$α$	0.0703	6.20
$β$	0.8735	41.84
$γ_{1}$	-0.7163	-3.89
$γ_{2}$	0.7437	2.85
$γ_{3}$	-0.0102	-0.06
$γ_{4}$	0.2277	1.14
$γ_{5}$	-0.5781	-3.03
$γ_{6}$	0.6113	3.28
$γ_{7}$	-0.5187	-2.34
$γ_{8}$	0.7503	3.29
$γ_{9}$	-1.1287	-5.92
$γ_{10}$	0.8603	6.73

V-Lab

iShares 3-7 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.45% (+0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 3-7 Year Treasury Bond ETF Analyses