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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
$ω$	0.0036	8.41
$α$	0.1493	11.84
$β$	0.8123	132.61
$γ$	0.0579	2.67

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:3.04% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco National AMT-Free Municipal Bond ETF Analyses