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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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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0017	23.63
$α$	0.1130	13.45
$β$	0.8098	150.98
$γ$	0.0827	5.85

V-Lab

PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund GJR-GARCH 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