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)

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 DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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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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	param	t-stat
$ω$	0.0750	5.16
$α$	0.0967	20.82
$β$	0.9854	333.03
$ν$	5.8312	6.82

V-Lab

Federated Hermes Short Duration High Yield ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.32% (-0.14%)

Date Range:

Parameter Estimates

Other Federated Hermes Short Duration High Yield ETF Analyses