BondBloxx CCC-Rated USD High Yield Corporate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
4.34%
decreased by 0.21%
1 Week
4.51%
decreased by 0.04%
1 Month
5.12%
increased by 0.57%
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 | |
|---|---|---|
| 0.8301 | 6.89 | |
| 0.0832 | 32.20 | |
| 0.9960 | 1,688.17 | |
| 4.6812 | 10.87 |
Estimation Period:
May 26, 2022 to Jul 2, 2026
May 26, 2022 to Jul 2, 2026
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