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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CDX/CBOE NA Investment Grade 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

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.7444	3.29
$α$	0.1558	8.13
$β$	0.8344	46.84
$γ_{1}$	0.0088	2.21

V-Lab

VanEck Long Muni ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.83% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VanEck Long Muni ETF Analyses