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)

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CDX/CBOE NA Investment Grade 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

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.8552	5.91
$α$	0.0167	2.12
$β$	0.9693	64.39
$γ_{1}$	-0.1607	-3.80

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PGIM Active Aggregate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.17% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Active Aggregate Bond ETF Analyses