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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	param	t-stat
$ω$	0.2817	3.41
$α$	0.1958	4.71
$β$	0.7089	15.74
$γ_{1}$	-4.4375	-4.36
$γ_{2}$	7.7944	5.04
$γ_{3}$	-5.4998	-5.20
$γ_{4}$	2.3638	2.32
$γ_{5}$	-0.1682	-0.16
$γ_{6}$	0.1535	0.20

V-Lab

AAM Low Duration Preferred and Income Securities ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.59% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AAM Low Duration Preferred and Income Securities ETF Analyses