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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
$ω$	1.2079	3.33
$α$	0.1834	6.86
$β$	0.7181	19.78
$γ_{1}$	0.9522	1.10
$γ_{2}$	-1.5340	-1.25
$γ_{3}$	0.6176	1.08
$γ_{4}$	0.3638	0.87
$γ_{5}$	-1.1047	-2.58
$γ_{6}$	1.8616	4.49
$γ_{7}$	-2.3293	-5.33
$γ_{8}$	1.6699	3.67
$γ_{9}$	-0.2321	-0.39

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

Volatility Prediction for Thursday, February 12th, 2026:6.96% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares High Yield-Interest Rate Hedged ETF Analyses