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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 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0030	12.04
$α$	0.0825	11.82
$β$	0.8717	205.24
$γ$	0.0917	6.54

V-Lab

VanEck Fallen Angel High Yield Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.13% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VanEck Fallen Angel High Yield Bond ETF Analyses