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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.3490	2.10
$α$	0.5543	4.59
$β$	0.0331	0.72
$γ_{1}$	-39.1287	-2.40
$γ_{2}$	53.1497	2.08
$γ_{3}$	-8.2078	-0.45
$γ_{4}$	-18.6302	-1.19
$γ_{5}$	25.4154	2.28
$γ_{6}$	-17.8819	-2.26
$γ_{7}$	8.6329	1.17
$γ_{8}$	-12.1663	-1.60
$γ_{9}$	18.9062	1.60

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ETFMG Sit Ultra Short ETF Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ETFMG Sit Ultra Short ETF Analyses