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

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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)

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

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

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CBOE 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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0010	11.72
$α$	0.0468	12.91
$β$	0.9029	243.49
$γ$	0.0952	9.00

V-Lab

Virtus Newfleet Multi-Sector Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.27% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Virtus Newfleet Multi-Sector Bond ETF Analyses