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{type} for {date}

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	param	t-stat
$ω$	0.7100	1.86
$α$	0.1579	5.99
$β$	0.8149	30.84
$γ_{1}$	-1.5828	-1.80
$γ_{2}$	2.4267	1.97
$γ_{3}$	-1.5997	-2.86
$γ_{4}$	1.6692	3.74
$γ_{5}$	-1.5428	-3.70
$γ_{6}$	0.9906	2.84
$γ_{7}$	-0.6897	-2.39
$γ_{8}$	0.4874	2.15

V-Lab

VanEck Fallen Angel High Yield Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.30% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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