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 DJIA Volatility Index

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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

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This asset is not actively trading

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	param	t-stat
$ω$	0.0041	22.44
$α$	0.1072	17.94
$β$	0.7858	129.07
$γ$	0.2141	9.84

V-Lab

VanEck High Yield Muni ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.12% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VanEck High Yield Muni ETF Analyses