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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

CBOE NASDAQ-100 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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	param	t-stat
$ω$	2.1286	0.24
$α$	0.1457	0.96
$β$	0.9989	566.26
$ν$	2.0000	667.56

V-Lab

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

Volatility Prediction for Friday, February 20th, 2026:2,744.20% (+295.24%)

Date Range:

Parameter Estimates

Other Xtrackers High Beta High Yield Bond ETF Analyses