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

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

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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

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	param	t-stat
$ω$	0.0943	5.18
$α$	0.0497	15.97
$β$	0.9942	531.94
$ν$	8.9082	2.60

V-Lab

Anfield Dynamic Fixed Income ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.90% (-0.03%)

Date Range:

Parameter Estimates

Other Anfield Dynamic Fixed Income ETF Analyses