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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

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.3395	2.27
$α$	0.2074	4.73
$β$	0.6593	11.59
$γ_{1}$	-3.9954	-3.73
$γ_{2}$	5.2281	2.31
$γ_{3}$	-1.9173	-0.80
$γ_{4}$	1.1337	0.63
$γ_{5}$	0.9787	0.87
$γ_{6}$	-3.9226	-3.64
$γ_{7}$	4.2705	3.19
$γ_{8}$	-2.9870	-2.49
$γ_{9}$	1.7100	2.52

V-Lab

Franklin Municipal Green Bond Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.18% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin Municipal Green Bond Fund Analyses