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)

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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	2.4752	2.54
$α$	0.2817	7.84
$β$	0.5509	11.92
$γ_{1}$	1.5609	2.15
$γ_{2}$	-2.2576	-1.79
$γ_{3}$	1.0279	1.21
$γ_{4}$	-0.3438	-0.83
$γ_{5}$	0.2095	0.55
$γ_{6}$	-0.4416	-0.89
$γ_{7}$	0.1080	0.31
$γ_{8}$	0.3167	1.48
$γ_{9}$	0.1077	0.46
$γ_{10}$	-0.5957	-3.58

V-Lab

Invesco Floating Rate Municipal Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.52% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Floating Rate Municipal Income ETF Analyses