BondBloxx CCC-Rated USD High Yield Corporate Bond ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
4.66%
decreased by 0.10%
1 Week
5.00%
increased by 0.24%
1 Month
5.96%
increased by 1.20%
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 | |
|---|---|---|
| 0.0095 | 8.24 | |
| 0.1194 | 8.45 | |
| 0.8478 | 59.90 |
Estimation Period:
May 26, 2022 to Jul 2, 2026
May 26, 2022 to Jul 2, 2026
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