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)

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

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	-0.0500	-10.89
$α$	0.2151	13.67
$β$	0.9596	448.01
$γ$	-0.1250	-10.10

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ProShares High Yield-Interest Rate Hedged ETF EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:7.69% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares High Yield-Interest Rate Hedged ETF Analyses