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

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{type} for {date}

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	param	t-stat
$ω$	0.9192	3.31
$α$	0.0729	6.42
$β$	0.9041	66.54
$γ_{1}$	-0.4339	-2.22
$γ_{2}$	0.8580	2.88
$γ_{3}$	-0.8576	-3.45
$γ_{4}$	0.4580	2.08
$γ_{5}$	0.3501	2.10
$γ_{6}$	-0.5933	-3.51
$γ_{7}$	-0.0362	-0.19
$γ_{8}$	0.9231	3.90
$γ_{9}$	-1.1189	-4.11
$γ_{10}$	0.5048	2.70

V-Lab

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

Volatility Prediction for Friday, January 30th, 2026:1.15% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 1-3 Year Treasury Bond ETF Analyses