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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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

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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.0017	17.37
$α$	0.0925	20.01
$β$	0.8671	243.49
$γ$	0.0737	6.77

V-Lab

Invesco California AMT-Free Municipal Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:4.78% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco California AMT-Free Municipal Bond ETF Analyses