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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
$ω$	0.2446	19.86
$α$	0.0773	27.36
$β$	0.8871	290.30
$γ$	-0.1485	-1.93

V-Lab

ProShares UltraPro Short 20+ Year Treasury AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.20% (-0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraPro Short 20+ Year Treasury Analyses