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)

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)

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CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

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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

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	-0.0017	-4.47
$α$	0.0390	9.40
$β$	0.9501	201.77
$γ$	0.2764	14.35

V-Lab

State Street Blackstone High Income ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.68% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Blackstone High Income ETF Analyses