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)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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{type} for {date}

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	param	t-stat
$ω$	0.2713	3.88
$α$	0.1057	4.78
$β$	0.7697	14.89
$γ_{1}$	-3.1274	-3.60
$γ_{2}$	3.2290	2.58
$γ_{3}$	0.4915	0.78
$γ_{4}$	-1.3520	-3.23
$γ_{5}$	1.2838	2.72
$γ_{6}$	-0.8542	-1.78
$γ_{7}$	1.5959	3.44
$γ_{8}$	-2.7631	-6.86
$γ_{9}$	3.0714	7.32
$γ_{10}$	-2.5820	-6.81

V-Lab

iShares Treasury Floating Rate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.75% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Treasury Floating Rate Bond ETF Analyses