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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 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
$ω$	1.5930	6.56
$α$	0.1682	6.26
$β$	0.7506	25.34
$γ_{1}$	-0.1726	-0.61
$γ_{2}$	0.1768	0.32
$γ_{3}$	0.1818	0.38
$γ_{4}$	-0.3517	-1.18
$γ_{5}$	0.3215	1.73
$γ_{6}$	-0.3714	-2.29
$γ_{7}$	0.6970	4.05
$γ_{8}$	-0.9388	-4.74
$γ_{9}$	0.5872	3.78

V-Lab

Invesco National AMT-Free Municipal Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.66% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco National AMT-Free Municipal Bond ETF Analyses