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
$ω$	0.5451	3.69
$α$	0.2219	5.14
$β$	0.6345	10.36
$γ_{1}$	-2.5151	-2.34
$γ_{2}$	4.5285	2.64
$γ_{3}$	-3.2068	-2.84
$γ_{4}$	1.3956	1.90
$γ_{5}$	-0.0674	-0.11
$γ_{6}$	-0.2330	-0.45

V-Lab

Overlay Shares Municipal Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:7.32% (+2.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Overlay Shares Municipal Bond ETF Analyses