ICE BofAML U.S. Bond Market Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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
$ω$	0.6053	2.56
$α$	0.1679	6.84
$β$	0.7871	34.08
$γ_{1}$	0.0607	0.07
$γ_{2}$	-1.2228	-0.98
$γ_{3}$	1.6686	2.82
$γ_{4}$	0.1879	0.36
$γ_{5}$	-1.8988	-3.93
$γ_{6}$	2.7783	6.05
$γ_{7}$	-3.0875	-5.24
$γ_{8}$	2.1099	3.53
$γ_{9}$	-0.5747	-1.40

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WisdomTree Interest Rate Hedged High Yield Bond Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.69% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree Interest Rate Hedged High Yield Bond Fund Analyses