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

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9258	7.23
$α$	0.0925	5.04
$β$	0.8500	36.71
$γ_{1}$	0.1102	3.99
$γ_{2}$	-0.1525	-3.42
$γ_{3}$	0.1403	3.73
$γ_{4}$	-0.2761	-5.22

V-Lab

State Street SPDR Portfolio Intermediate Term Corporate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.36% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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