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

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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)

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CDX/CBOE NA Investment Grade 3-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

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6150	2.31
$α$	0.1625	4.75
$β$	0.7124	14.25
$γ_{1}$	-2.0804	-1.08
$γ_{2}$	5.4451	2.10
$γ_{3}$	-8.1004	-5.21
$γ_{4}$	10.0101	6.70
$γ_{5}$	-8.6724	-6.97
$γ_{6}$	3.6716	3.08
$γ_{7}$	-0.3266	-0.23
$γ_{8}$	1.0111	0.72
$γ_{9}$	-3.0914	-1.44

V-Lab

Fidelity Enhanced High Yield ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.01% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidelity Enhanced High Yield ETF Analyses