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

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	param	t-stat
$ω$	0.1098	11.60
$α$	0.0510	14.20
$β$	0.9335	291.18
$γ$	-0.0011	-0.15

V-Lab

ProShares UltraPro Short 20+ Year Treasury GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:33.55% (+1.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares UltraPro Short 20+ Year Treasury Analyses