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)

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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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	param	t-stat
$ω$	0.0013	5.29
$α$	0.1350	15.96
$β$	0.8650	126.76

V-Lab

Federated Hermes Short Duration High Yield ETF MEM Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:3.00% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Federated Hermes Short Duration High Yield ETF Analyses