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)

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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)

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	param	t-stat
$ω$	0.0020	15.13
$α$	0.1035	16.34
$β$	0.8762	238.42
$γ$	0.0406	3.97

V-Lab

Xtrackers Municipal Infrastructure Revenue Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:6.89% (+0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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