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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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	param	t-stat
$ω$	0.0815	8.19
$α$	0.1042	22.02
$β$	0.9784	374.59
$ν$	8.3007	3.62

V-Lab

Virtus Newfleet Multi-Sector Bond ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.38% (+0.41%)

Date Range:

Parameter Estimates

Other Virtus Newfleet Multi-Sector Bond ETF Analyses