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 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

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{type} for {date}

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	param	t-stat
$ω$	0.0119	11.45
$α$	0.0802	11.87
$β$	0.9198	147.17
$γ$	0.8252	20.13
$δ$	0.6133	14.17

V-Lab

Federated Hermes Short Duration High Yield ETF APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.86% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Federated Hermes Short Duration High Yield ETF Analyses