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

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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

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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

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6128	6.75
$α$	0.1764	5.94
$β$	0.7282	20.24
$γ_{1}$	-0.0968	-1.85
$γ_{2}$	0.1188	1.55
$γ_{3}$	-0.0974	-1.69
$γ_{4}$	0.2527	5.01
$γ_{5}$	-0.4408	-5.72

V-Lab

PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.05% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund Analyses