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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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{type} for {date}

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	param	t-stat
$ω$	0.5782	9.01
$α$	0.0803	2.44
$β$	0.7198	5.99
$γ_{1}$	-0.4034	-4.30
$γ_{2}$	0.4197	2.49

V-Lab

John Hancock Corporate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:3.95% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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