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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 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
$ω$	1.2018	3.31
$α$	0.1834	6.87
$β$	0.7188	19.89
$γ_{1}$	0.9361	1.08
$γ_{2}$	-1.5100	-1.23
$γ_{3}$	0.6065	1.06
$γ_{4}$	0.3681	0.87
$γ_{5}$	-1.1132	-2.59
$γ_{6}$	1.8961	4.59
$γ_{7}$	-2.4211	-5.72
$γ_{8}$	1.8827	4.70
$γ_{9}$	-0.7638	-2.67

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ProShares High Yield-Interest Rate Hedged ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:6.82% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares High Yield-Interest Rate Hedged ETF Analyses