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

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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5303	4.76
$α$	0.1935	5.85
$β$	0.7390	21.27
$γ_{1}$	0.0977	2.25
$γ_{2}$	-0.2601	-3.18

V-Lab

Global X US Preferred ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:8.27% (+1.41%)

Date Range:

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News Impact Curve

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