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
$ω$	0.5957	2.63
$α$	0.1660	6.66
$β$	0.7819	32.73
$γ_{1}$	0.0984	0.11
$γ_{2}$	-1.2635	-1.05
$γ_{3}$	1.6692	2.93
$γ_{4}$	0.2011	0.40
$γ_{5}$	-1.9539	-4.22
$γ_{6}$	2.9417	6.70
$γ_{7}$	-3.4620	-6.08
$γ_{8}$	2.9394	4.46
$γ_{9}$	-2.6269	-2.92

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

Volatility Prediction for Friday, February 13th, 2026:2.05% (+0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree Interest Rate Hedged High Yield Bond Fund Analyses