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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3329	2.46
$α$	0.2296	6.27
$β$	0.7156	25.76
$γ_{1}$	-0.8073	-2.02
$γ_{2}$	1.4866	2.64
$γ_{3}$	-1.0636	-2.23
$γ_{4}$	0.4325	0.86
$γ_{5}$	-0.2102	-0.86
$γ_{6}$	0.5367	1.32
$γ_{7}$	-0.6891	-1.62
$γ_{8}$	0.7711	2.63
$γ_{9}$	-0.9210	-3.79
$γ_{10}$	0.6254	3.47

V-Lab

iShares California Muni Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.47% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares California Muni Bond ETF Analyses