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
$ω$	0.0000	30.00
$α$	0.0423	7.78
$β$	0.9573	434.35
$γ$	0.0007	0.09

V-Lab

iShares Treasury Floating Rate Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.11% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Treasury Floating Rate Bond ETF Analyses