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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 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	26
$α$	0.6882	6,882,260.00
$β$	0.0618	617,740.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0132	13,229.00
$λ_{2}$	0.8988	8,988,240.00
$λ_{3}$	0.0000	3.33

V-Lab

Anfield Universal Fixed Income ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.39% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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