ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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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)

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	param	t-stat
$ω$	0.0000	20.00
$α$	0.0844	9.70
$β$	0.9351	344.18
$γ$	-0.0391	-3.48

V-Lab

iShares Treasury Floating Rate Bond ETF Asy. MEM Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:1.21% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Treasury Floating Rate Bond ETF Analyses