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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

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.3412	12.43
$α$	0.1559	16.01
$β$	0.9480	218.17
$ν$	8.7353	4.05

V-Lab

Simplify High Yield ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:6.04% (-0.49%)

Date Range:

Parameter Estimates

Other Simplify High Yield ETF Analyses