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
$ω$	0.4184	1.33
$α$	0.0616	2.12
$β$	0.8439	9.03
$γ_{1}$	-10.6327	-1.50
$γ_{2}$	13.5782	1.45
$γ_{3}$	-3.7820	-0.97
$γ_{4}$	4.4832	1.52
$γ_{5}$	-8.4228	-3.47
$γ_{6}$	7.5319	3.30
$γ_{7}$	-5.1863	-2.09
$γ_{8}$	6.2556	2.21
$γ_{9}$	-8.5194	-2.62
$γ_{10}$	7.1522	2.83

V-Lab

Invesco BulletShares 2027 Municipal Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.79% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco BulletShares 2027 Municipal Bond ETF Analyses