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
$ω$	0.2749	3.52
$α$	0.1927	4.60
$β$	0.7026	15.14
$γ_{1}$	-4.4921	-4.52
$γ_{2}$	7.8555	5.19
$γ_{3}$	-5.4616	-5.25
$γ_{4}$	2.1925	2.13
$γ_{5}$	0.2986	0.25
$γ_{6}$	-1.1369	-0.64

V-Lab

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

Volatility Prediction for Wednesday, February 18th, 2026:2.96% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AAM Low Duration Preferred and Income Securities ETF Analyses