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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

CBOE Russell 2000 Volatility Index

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
$ω$	0.1737	5.50
$α$	0.1180	34.27
$β$	0.9879	454.81
$ν$	5.6926	10.47

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Xtrackers USD High Yield Corporate Bond ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.80% (-0.20%)

Date Range:

Parameter Estimates

Other Xtrackers USD High Yield Corporate Bond ETF Analyses