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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9117	3.26
$α$	0.0725	6.39
$β$	0.9048	67.52
$γ_{1}$	-0.4387	-2.22
$γ_{2}$	0.8630	2.87
$γ_{3}$	-0.8541	-3.40
$γ_{4}$	0.4470	2.01
$γ_{5}$	0.3627	2.17
$γ_{6}$	-0.5980	-3.50
$γ_{7}$	-0.0379	-0.19
$γ_{8}$	0.9123	3.77
$γ_{9}$	-1.0790	-3.85
$γ_{10}$	0.4605	2.40

V-Lab

iShares 1-3 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:1.33% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 1-3 Year Treasury Bond ETF Analyses