ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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 Volatility Index

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1791	11.15
$β$	0.3678	14.95
$γ$	0.3001	10.91
$λ_{1}$	0.0011	1.73
$λ_{2}$	0.5110	1.57
$λ_{3}$	0.4361	1.22

V-Lab

iShares Short-Term National Muni Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.13% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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