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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

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	-0.1669	-18.48
$α$	0.2814	30.10
$β$	0.9465	365.02
$γ$	-0.0641	-9.15

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:2.14% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund Analyses