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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

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

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6520	5.61
$α$	0.1600	2.37
$β$	0.5896	4.38
$γ_{1}$	-6.2484	-7.04
$γ_{2}$	8.4612	6.33
$γ_{3}$	-2.7892	-2.44
$γ_{4}$	1.7945	1.39
$γ_{5}$	-3.1757	-1.58

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:2.48% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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