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

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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)

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CBOE S&P 500 9-Day Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0024	21.36
$α$	0.1489	9.08
$β$	0.8035	152.96
$γ$	0.0952	3.39

V-Lab

iShares California Muni Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.65% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares California Muni Bond ETF Analyses