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)

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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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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0113	18.40
$α$	0.0592	8.52
$β$	0.8127	141.12
$γ$	0.1857	12.29

V-Lab

ProShares High Yield-Interest Rate Hedged ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:7.24% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares High Yield-Interest Rate Hedged ETF Analyses