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

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.4804	2.80
$α$	0.3183	3.80
$β$	0.3126	2.69
$γ_{1}$	-5.0254	-1.25
$γ_{2}$	4.5615	0.88
$γ_{3}$	1.2982	0.53
$γ_{4}$	-2.3842	-0.93
$γ_{5}$	5.1974	1.92
$γ_{6}$	-8.3643	-3.36
$γ_{7}$	7.0823	4.08

V-Lab

Dimensional ETF Trust - Dimensional National Municipal Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.51% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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