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

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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
$ω$	0.0050	17.32
$α$	0.0710	9.84
$β$	0.8345	141.33
$γ$	0.1237	6.76

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ProShares Investment Grade-Interest Rate Hedged GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:4.24% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Investment Grade-Interest Rate Hedged Analyses