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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.2172	10.89
$α$	0.0745	33.17
$β$	0.9891	964.03
$ν$	9.7118	4.82

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iShares iBoxx $ Investment Grade Corporate Bond ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:4.47% (-0.15%)

Date Range:

Parameter Estimates

Other iShares iBoxx $ Investment Grade Corporate Bond ETF Analyses