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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)

CBOE Volatility Index

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

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	param	t-stat
$ω$	0.0001	14.30
$α$	0.1563	138.96
$β$	0.9990	14,271.43
$ν$	2.0000	20,000,050.00

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Xtrackers Low Beta High Yield Bond ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:552.18% (-148.71%)

Date Range:

Parameter Estimates

Other Xtrackers Low Beta High Yield Bond ETF Analyses