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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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.7171	7,171,360.00
$β$	0.0329	328,640.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.1123	2,955.89
$λ_{2}$	0.7161	7,160,890.00
$λ_{3}$	0.0000	0.67

V-Lab

iShares 10-20 Year Treasury Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 19th, 2026:11.21% (+4.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 10-20 Year Treasury Bond ETF Analyses