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

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.3709	2.16
$α$	0.1984	4.47
$β$	0.6182	8.69
$γ_{1}$	-2.9650	-4.23
$γ_{2}$	4.2357	3.96
$γ_{3}$	-2.4640	-2.16
$γ_{4}$	3.1651	2.82
$γ_{5}$	-3.3077	-3.10
$γ_{6}$	1.2547	1.52
$γ_{7}$	0.9222	1.34
$γ_{8}$	-3.5026	-2.22

V-Lab

Franklin Municipal Green Bond Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.06% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin Municipal Green Bond Fund Analyses