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
$ω$	0.8849	2.41
$α$	0.1010	2.64
$β$	0.8252	17.30
$γ_{1}$	-1.0778	-0.85
$γ_{2}$	2.7128	1.33
$γ_{3}$	-4.6446	-2.91
$γ_{4}$	8.0823	5.79
$γ_{5}$	-9.2512	-6.70
$γ_{6}$	5.4584	3.90
$γ_{7}$	-2.0301	-1.20
$γ_{8}$	2.0138	1.09
$γ_{9}$	-2.9908	-1.12

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PGIM Active High Yield Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.92% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Active High Yield Bond ETF Analyses