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
$ω$	1.2797	10.31
$α$	0.0516	1.47
$β$	0.6159	1.92
$γ_{1}$	-0.1488	-1.32
$γ_{2}$	0.1029	0.48

V-Lab

Capital Group Core Plus Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.31% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capital Group Core Plus Income ETF Analyses