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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 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0025	23.67
$α$	0.1011	17.54
$β$	0.8211	193.97
$γ$	0.1225	9.37

V-Lab

VanEck Intermediate Muni ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.91% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VanEck Intermediate Muni ETF Analyses