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 NASDAQ-100 Volatility Index

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
$ω$	1.3288	6.54
$α$	0.1062	5.78
$β$	0.7754	19.87
$γ_{1}$	-0.4312	-2.45
$γ_{2}$	0.5211	2.17
$γ_{3}$	-0.1809	-1.24
$γ_{4}$	0.4647	3.06
$γ_{5}$	-0.5315	-3.78
$γ_{6}$	0.2193	1.47
$γ_{7}$	-0.4727	-2.74
$γ_{8}$	1.1982	7.51
$γ_{9}$	-1.3464	-7.16
$γ_{10}$	1.0641	2.98

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:0.82% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-1 Year Treasury Bond ETF Analyses