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)

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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
$ω$	1.1969	4.45
$α$	0.0399	6.20
$β$	0.9545	115.95
$γ_{1}$	0.0009	0.47

V-Lab

iShares 1-3 Year International Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:6.85% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 1-3 Year International Treasury Bond ETF Analyses