ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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 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
$α$	0.0122	1.73
$β$	0.9881	80.49
$γ$	-0.0065	-1.12
$λ_{1}$	0.0097	0.24
$λ_{2}$	0.1419	0.20
$λ_{3}$	0.0000	0.00

V-Lab

Federated Hermes Short Duration Corporate ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.93% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Federated Hermes Short Duration Corporate ETF Analyses