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)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0000	20.00
$α$	0.0426	18.24
$β$	0.9574	447.79

V-Lab

iShares Treasury Floating Rate Bond ETF GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.22% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Treasury Floating Rate Bond ETF Analyses