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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	-0.0024	-4.66
$α$	0.1197	27.69
$β$	0.9898	1,108.43
$γ$	0.0090	2.36

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ProShares UltraShort Lehman 7-10 Year Treasury EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:9.60% (+0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraShort Lehman 7-10 Year Treasury Analyses