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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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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

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{type} for {date}

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	param	t-stat
$ω$	2.4141	3.99
$α$	0.2906	3.90
$β$	0.6401	9.79
$γ_{1}$	0.0027	0.10
$γ_{2}$	0.0452	1.22
$γ_{3}$	-0.0777	-2.92

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:1.13% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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