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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 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

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	param	t-stat
$ω$	0.1729	6.67
$α$	0.0909	43.62
$β$	0.9882	538.54
$ν$	3.6091	36.04

V-Lab

iShares High Yield Systematic Bond ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.87% (-0.08%)

Date Range:

Parameter Estimates

Other iShares High Yield Systematic Bond ETF Analyses