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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	param	t-stat
$ω$	0.0014	9.84
$α$	0.0374	12.13
$β$	0.9553	452.11
$γ$	0.0037	0.77

V-Lab

iShares 1-3 Year International Treasury Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:6.70% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 1-3 Year International Treasury Bond ETF Analyses