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)

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	param	t-stat
$ω$	0.0297	5.06
$α$	0.1341	19.59
$β$	1.0000	904.16
$γ$	-0.0348	-3.79

V-Lab

iShares Treasury Floating Rate Bond ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.10% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Treasury Floating Rate Bond ETF Analyses