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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

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
$ω$	0.7115	8.50
$α$	0.0617	5.77
$β$	0.8980	55.53
$γ_{1}$	-0.0692	-3.82
$γ_{2}$	0.0853	3.09
$γ_{3}$	0.0390	1.89
$γ_{4}$	-0.1818	-6.05

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:7.21% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares 10-20 Year Treasury Bond ETF Analyses