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CDX/CBOE NA High Yield 1-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
$ω$	0.5049	3.43
$α$	0.1428	4.77
$β$	0.7725	16.11
$γ_{1}$	1.0234	2.14
$γ_{2}$	-2.3579	-3.08
$γ_{3}$	2.6140	3.41
$γ_{4}$	-3.5383	-2.74

V-Lab

Avantis Core Municipal Fixed Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:2.03% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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