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)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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 S&P 500 9-Day Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0032	5.86
$α$	0.1248	26.60
$β$	0.8752	175.28
$γ$	0.1966	7.28
$δ$	1.9070	14.62

V-Lab

VanEck Fallen Angel High Yield Bond ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.09% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VanEck Fallen Angel High Yield Bond ETF Analyses