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)

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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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	param	t-stat
$ω$	0.0004	8.98
$α$	0.0562	11.59
$β$	0.9032	208.89
$γ$	0.0811	7.12

V-Lab

Avantis Core Municipal Fixed Income ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.09% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avantis Core Municipal Fixed Income ETF Analyses