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CDX/CBOE NA High Yield 3-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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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.0166	2.02
$β$	0.6088	11.44
$γ$	0.0860	3.38
$λ_{1}$	0.0086	0.25
$λ_{2}$	0.5713	0.42
$λ_{3}$	0.3754	0.23

V-Lab

John Hancock Corporate Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.66% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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