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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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CDX/CBOE NA Investment Grade 3-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
$ω$	0.7754	4.40
$α$	0.1954	6.64
$β$	0.7332	22.07
$γ_{1}$	-0.1712	-0.35
$γ_{2}$	-0.6415	-0.82
$γ_{3}$	1.6141	2.44
$γ_{4}$	-0.6277	-0.94
$γ_{5}$	-1.1224	-1.59
$γ_{6}$	2.4971	4.02
$γ_{7}$	-3.4535	-6.34
$γ_{8}$	3.4646	4.42
$γ_{9}$	-3.0928	-2.23

V-Lab

iShares Interest Rate Hedged High Yield Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.84% (+1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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