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

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2069	3.02
$α$	0.1533	7.62
$β$	0.7942	36.89
$γ_{1}$	-0.6423	-1.58
$γ_{2}$	1.2470	2.21
$γ_{3}$	-1.0692	-3.94
$γ_{4}$	0.6613	2.50
$γ_{5}$	-0.2324	-0.81
$γ_{6}$	0.1352	0.59
$γ_{7}$	-0.2841	-1.26
$γ_{8}$	0.6355	2.58
$γ_{9}$	-0.9564	-4.14
$γ_{10}$	0.6841	3.84

V-Lab

iShares National AMT-Free Muni Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:2.75% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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