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

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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 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
$ω$	0.0000	2.00
$α$	0.0500	10.62
$β$	0.9500	345.83
$γ$	0.0841	2.53
$δ$	1.9430	15.78

V-Lab

iShares Treasury Floating Rate Bond ETF APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.28% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Treasury Floating Rate Bond ETF Analyses