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)

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CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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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
$m$	66
$α$	0.1266	12.98
$β$	0.6864	54.46
$γ$	-0.0079	-0.48
$λ_{1}$	0.0000	1.50
$λ_{2}$	0.2663	12.53
$λ_{3}$	0.7337	18.49

V-Lab

iShares 0-1 Year Treasury Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 30th, 2026:0.69% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-1 Year Treasury Bond ETF Analyses