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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)

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CDX/CBOE NA Investment Grade 3-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
$ω$	1.0795	4.05
$α$	0.1555	6.56
$β$	0.7875	33.48
$γ_{1}$	-0.9386	-3.02
$γ_{2}$	1.4322	3.22
$γ_{3}$	-0.4358	-1.63
$γ_{4}$	-0.1958	-0.55
$γ_{5}$	0.1284	0.32
$γ_{6}$	0.0365	0.12
$γ_{7}$	-0.1350	-0.61
$γ_{8}$	0.5778	2.95
$γ_{9}$	-0.9793	-4.55
$γ_{10}$	0.6678	3.64

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:4.99% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco New York AMT-Free Municipal Bond ETF Analyses