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

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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.4426	3.46
$α$	0.2733	3.24
$β$	0.5231	6.84
$γ_{1}$	-1.2586	-3.07
$γ_{2}$	2.4047	3.99
$γ_{3}$	-1.5294	-3.65
$γ_{4}$	0.0222	0.07
$γ_{5}$	1.2225	3.42
$γ_{6}$	-1.9275	-4.66
$γ_{7}$	2.7414	4.35
$γ_{8}$	-3.1739	-4.35
$γ_{9}$	2.1360	5.00
$γ_{10}$	-0.3356	-0.34

V-Lab

State Street SPDR Bloomberg Investment Grade Floating Rate ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:2.07% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR Bloomberg Investment Grade Floating Rate ETF Analyses