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
$ω$	0.9062	3.26
$α$	0.0725	6.44
$β$	0.9044	66.67
$γ_{1}$	-0.4486	-2.31
$γ_{2}$	0.8816	2.99
$γ_{3}$	-0.8758	-3.60
$γ_{4}$	0.4768	2.19
$γ_{5}$	0.3368	2.04
$γ_{6}$	-0.5955	-3.56
$γ_{7}$	-0.0054	-0.03
$γ_{8}$	0.8504	3.54
$γ_{9}$	-1.0096	-3.40
$γ_{10}$	0.3182	1.00

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:1.21% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 1-3 Year Treasury Bond ETF Analyses