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

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{type} for {date}

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	param	t-stat
$ω$	0.0450	12.98
$α$	0.0522	17.15
$β$	0.9296	355.21
$γ$	0.0110	1.74

V-Lab

ProShares UltraShort 20+ Year Treasury GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:23.44% (+2.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraShort 20+ Year Treasury Analyses