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)

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 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

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{type} for {date}

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	param	t-stat
$ω$	0.7620	2.27
$α$	0.2676	4.99
$β$	0.4363	5.72
$γ_{1}$	-0.5362	-0.49
$γ_{2}$	0.7943	0.51
$γ_{3}$	0.7181	0.89
$γ_{4}$	-2.2529	-4.73
$γ_{5}$	1.9938	4.37
$γ_{6}$	-2.2345	-2.83

V-Lab

Hartford Schroders Tax-Aware Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.77% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hartford Schroders Tax-Aware Bond ETF Analyses