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)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0031	10.42
$α$	0.1292	30.03
$β$	0.8708	189.64
$γ$	0.1817	13.91
$δ$	1.6594	23.64

V-Lab

Invesco California AMT-Free Municipal Bond ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:4.55% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco California AMT-Free Municipal Bond ETF Analyses