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)

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

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

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CBOE S&P 500 9-Day Volatility Index

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
$ω$	2.4783	3.93
$α$	0.2901	3.91
$β$	0.6440	9.97
$γ_{1}$	0.0065	0.26
$γ_{2}$	0.0362	1.06
$γ_{3}$	-0.0601	-4.60

V-Lab

iShares Short-Term National Muni Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.30% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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