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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 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.1289	11.09
$α$	0.1215	22.08
$β$	0.9565	240.46
$ν$	6.6015	5.53

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ProShares Investment Grade-Interest Rate Hedged GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:4.08% (-0.17%)

Date Range:

Parameter Estimates

Other ProShares Investment Grade-Interest Rate Hedged Analyses