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

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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 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
$ω$	0.4305	3.56
$α$	0.1751	4.12
$β$	0.5517	5.49
$γ_{1}$	-0.9028	-0.38
$γ_{2}$	4.0816	1.17
$γ_{3}$	-7.7775	-3.43
$γ_{4}$	7.5955	3.68
$γ_{5}$	-6.0760	-2.75
$γ_{6}$	7.8326	2.89
$γ_{7}$	-10.1940	-3.12
$γ_{8}$	7.9292	3.25

V-Lab

Avantis Core Municipal Fixed Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.37% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avantis Core Municipal Fixed Income ETF Analyses