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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

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 EFA ETF Volatility Index

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CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6253	2.30
$α$	0.1604	4.64
$β$	0.7220	15.10
$γ_{1}$	-1.9584	-1.01
$γ_{2}$	5.2342	1.99
$γ_{3}$	-7.9190	-4.99
$γ_{4}$	9.8219	6.44
$γ_{5}$	-8.4683	-6.69
$γ_{6}$	3.3920	2.80
$γ_{7}$	0.1885	0.13
$γ_{8}$	-0.1351	-0.11
$γ_{9}$	-0.0578	-0.08

V-Lab

Fidelity Enhanced High Yield ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.78% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidelity Enhanced High Yield ETF Analyses