BondBloxx CCC-Rated USD High Yield Corporate Bond ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
4.91%
decreased by 0.11%
1 Week
5.10%
increased by 0.08%
1 Month
5.77%
increased by 0.75%
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 | |
|---|---|---|
| -0.0346 | -7.04 | |
| 0.1550 | 10.81 | |
| 0.9696 | 306.05 | |
| -0.0992 | -8.13 |
Estimation Period:
May 26, 2022 to Jul 2, 2026
May 26, 2022 to Jul 2, 2026
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