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)

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 NASDAQ-100 Volatility Index

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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{type} for {date}

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	param	t-stat
$ω$	0.0022	7.15
$α$	0.1541	30.04
$β$	0.8137	127.09
$γ$	0.1480	8.44
$δ$	1.8574	22.71

V-Lab

PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.19% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund Analyses