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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{type} for {date}

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	param	t-stat
$ω$	1.3368	6.48
$α$	0.1024	5.64
$β$	0.7924	22.57
$γ_{1}$	-0.3915	-2.18
$γ_{2}$	0.4502	1.83
$γ_{3}$	-0.1151	-0.77
$γ_{4}$	0.4023	2.58
$γ_{5}$	-0.4842	-3.38
$γ_{6}$	0.1547	1.04
$γ_{7}$	-0.3349	-1.88
$γ_{8}$	0.9601	5.53
$γ_{9}$	-0.9344	-4.73
$γ_{10}$	0.2118	1.06

V-Lab

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

Volatility Prediction for Thursday, March 19th, 2026:0.66% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-1 Year Treasury Bond ETF Analyses