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

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ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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 1-Day Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9559	4.58
$α$	0.1973	7.18
$β$	0.7320	27.19
$γ_{1}$	-0.8948	-2.76
$γ_{2}$	1.3900	2.90
$γ_{3}$	-0.8056	-3.11
$γ_{4}$	0.5953	2.39
$γ_{5}$	-0.4910	-2.07
$γ_{6}$	0.3112	1.46
$γ_{7}$	-0.2226	-0.91
$γ_{8}$	0.5953	2.78
$γ_{9}$	-1.0372	-5.42
$γ_{10}$	0.7476	4.69

V-Lab

State Street SPDR Nuveen ICE Municipal Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.00% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR Nuveen ICE Municipal Bond ETF Analyses