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

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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 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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This asset is not actively trading

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	param	t-stat
$ω$	0.0040	12.38
$α$	0.1299	23.40
$β$	0.8290	136.33
$γ$	0.1242	15.40

V-Lab

ProShares Investment Grade-Interest Rate Hedged AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:4.65% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Investment Grade-Interest Rate Hedged Analyses