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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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
$ω$	0.9036	2.39
$α$	0.1014	2.67
$β$	0.8295	18.22
$γ_{1}$	-0.9851	-0.76
$γ_{2}$	2.4861	1.19
$γ_{3}$	-4.2915	-2.64
$γ_{4}$	7.6684	5.42
$γ_{5}$	-8.9739	-6.47
$γ_{6}$	5.2716	3.81
$γ_{7}$	-1.6007	-0.97
$γ_{8}$	0.9560	0.56
$γ_{9}$	-0.6015	-0.53

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PGIM Active High Yield Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.33% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Active High Yield Bond ETF Analyses