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)

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	param	t-stat
$ω$	0.0018	9.91
$α$	0.0522	8.03
$β$	0.8704	152.20
$γ$	0.1175	6.42

V-Lab

Federated Hermes Short Duration High Yield ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.51% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Federated Hermes Short Duration High Yield ETF Analyses