ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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 NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

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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
$ω$	1.3131	6.35
$α$	0.1014	5.57
$β$	0.7936	22.39
$γ_{1}$	-0.4229	-2.32
$γ_{2}$	0.4955	1.99
$γ_{3}$	-0.1441	-0.95
$γ_{4}$	0.4235	2.70
$γ_{5}$	-0.4840	-3.34
$γ_{6}$	0.1636	1.05
$γ_{7}$	-0.3967	-2.22
$γ_{8}$	1.0441	6.22
$γ_{9}$	-0.9849	-4.92
$γ_{10}$	0.2299	1.13

V-Lab

iShares 0-1 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 30th, 2026:0.51% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-1 Year Treasury Bond ETF Analyses