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
$ω$	1.3316	6.54
$α$	0.1063	5.77
$β$	0.7760	20.12
$γ_{1}$	-0.4283	-2.44
$γ_{2}$	0.5162	2.15
$γ_{3}$	-0.1753	-1.20
$γ_{4}$	0.4591	3.02
$γ_{5}$	-0.5302	-3.78
$γ_{6}$	0.2152	1.46
$γ_{7}$	-0.4539	-2.64
$γ_{8}$	1.1686	7.23
$γ_{9}$	-1.3117	-6.89
$γ_{10}$	0.9841	2.79

V-Lab

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

Volatility Prediction for Monday, February 23rd, 2026:0.78% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 0-1 Year Treasury Bond ETF Analyses