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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
$ω$	0.5652	2.38
$α$	0.1239	3.26
$β$	0.8074	20.11
$γ_{1}$	-0.4527	-0.33
$γ_{2}$	2.1743	1.12
$γ_{3}$	-4.3368	-3.15
$γ_{4}$	6.1135	5.00
$γ_{5}$	-6.6562	-6.19
$γ_{6}$	4.0256	3.94
$γ_{7}$	-0.7104	-0.85
$γ_{8}$	-0.1227	-0.21

V-Lab

Xtrackers Low Beta High Yield Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.39% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

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