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

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	param	t-stat
$ω$	0.9618	3.57
$α$	0.1988	3.74
$β$	0.6091	7.88
$γ_{1}$	-0.5422	-0.42
$γ_{2}$	1.2360	0.61
$γ_{3}$	-1.1932	-0.80
$γ_{4}$	1.2592	0.97
$γ_{5}$	-2.5159	-2.12
$γ_{6}$	5.0834	5.20
$γ_{7}$	-6.5327	-8.19
$γ_{8}$	4.0715	5.45
$γ_{9}$	-0.5296	-0.70
$γ_{10}$	-1.2332	-0.89

V-Lab

WisdomTree US High Yield Corporate Bond Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.60% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree US High Yield Corporate Bond Fund Analyses