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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)

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CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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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
$ω$	0.0010	6.79
$α$	0.1199	16.11
$β$	0.8777	161.67
$γ$	0.2681	12.86
$δ$	1.8889	23.31

V-Lab

Pacer Aristotle Pacific Floating Rate High Income ETF APARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:2.67% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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