ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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)

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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
$ω$	0.3719	3.34
$α$	0.1957	3.11
$β$	0.4869	4.74
$γ_{1}$	1.2306	0.46
$γ_{2}$	-5.8105	-1.48
$γ_{3}$	7.5871	3.18
$γ_{4}$	-5.8536	-2.91
$γ_{5}$	6.8675	3.35
$γ_{6}$	-8.8405	-3.93
$γ_{7}$	7.3398	4.07

V-Lab

PIMCO Municipal Income Opportunities Active Exchange-Traded Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:2.14% (+0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PIMCO Municipal Income Opportunities Active Exchange-Traded Fund Analyses