BondBloxx CCC-Rated USD High Yield Corporate Bond ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
5.31%
increased by 0.27%
1 Week
5.67%
increased by 0.63%
1 Month
6.59%
increased by 1.55%
Analysis last updated: Tuesday, July 7, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 4.42 | |
| 0.1067 | 10.80 | |
| 0.8450 | 83.92 | |
| 0.2731 | 13.29 |
Estimation Period:
May 26, 2022 to Jul 2, 2026
May 26, 2022 to Jul 2, 2026
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