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)

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CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0032	7.81
$α$	0.0530	2.39
$β$	0.8814	80.57
$γ$	0.0450	0.75

V-Lab

iShares Core 1-5 Year USD Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.82% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core 1-5 Year USD Bond ETF Analyses