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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CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE DJIA Volatility Index

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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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	91
$α$	0.0207	2.30
$β$	0.6933	22.19
$γ$	0.0551	3.98
$λ_{1}$	0.0026	3.04
$λ_{2}$	0.7816	2.36
$λ_{3}$	0.1134	2.49

V-Lab

Capital Group Core Plus Income ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.07% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capital Group Core Plus Income ETF Analyses