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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

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)

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)

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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{type} for {date}

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	param	t-stat
$ω$	1.2119	3.04
$α$	0.1534	7.61
$β$	0.7939	36.76
$γ_{1}$	-0.6345	-1.57
$γ_{2}$	1.2372	2.20
$γ_{3}$	-1.0672	-3.94
$γ_{4}$	0.6616	2.50
$γ_{5}$	-0.2329	-0.82
$γ_{6}$	0.1353	0.59
$γ_{7}$	-0.2833	-1.26
$γ_{8}$	0.6341	2.58
$γ_{9}$	-0.9565	-4.11
$γ_{10}$	0.6880	3.78

V-Lab

iShares National AMT-Free Muni Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.53% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares National AMT-Free Muni Bond ETF Analyses