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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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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
$ω$	0.6562	5.66
$α$	0.1711	1.35
$β$	0.6844	6.09
$γ_{1}$	0.4475	3.80
$γ_{2}$	-0.8573	-4.88
$γ_{3}$	0.5528	6.43

V-Lab

State Street Fixed Income Sector Rotation ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.72% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Fixed Income Sector Rotation ETF Analyses