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
$ω$	0.9016	7.27
$α$	0.0695	7.01
$β$	0.9002	61.42
$γ_{1}$	-0.1949	-4.92
$γ_{2}$	0.3176	5.09
$γ_{3}$	-0.2122	-4.54
$γ_{4}$	0.2452	4.66
$γ_{5}$	-0.4116	-5.01

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:2.88% (+0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 3-7 Year Treasury Bond ETF Analyses