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 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
$ω$	1.3423	6.48
$α$	0.1029	5.63
$β$	0.7910	22.19
$γ_{1}$	-0.4035	-2.21
$γ_{2}$	0.4720	1.89
$γ_{3}$	-0.1419	-0.93
$γ_{4}$	0.4273	2.73
$γ_{5}$	-0.4848	-3.33
$γ_{6}$	0.1639	1.04
$γ_{7}$	-0.4027	-2.23
$γ_{8}$	1.0451	6.21
$γ_{9}$	-0.9626	-4.72
$γ_{10}$	0.1982	0.96

V-Lab

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

Volatility Prediction for Monday, January 12th, 2026:0.57% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-1 Year Treasury Bond ETF Analyses