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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

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 DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0033	12.19
$α$	0.0599	14.21
$β$	0.9356	494.25
$γ$	-0.0056	-0.85

V-Lab

iShares 10-20 Year Treasury Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:8.61% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 10-20 Year Treasury Bond ETF Analyses