BondBloxx CCC-Rated USD High Yield Corporate Bond ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
4.82%
decreased by 0.03%
1 Week
5.21%
increased by 0.36%
1 Month
5.57%
increased by 0.72%
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 | |
|---|---|---|
| 21 | ||
| 0.0093 | 1.08 | |
| 0.4862 | 15.20 | |
| 0.2627 | 13.38 | |
| 0.0258 | 0.54 | |
| 0.1855 | 0.56 | |
| 0.6746 | 1.13 |
Estimation Period:
May 26, 2022 to Jul 2, 2026
May 26, 2022 to Jul 2, 2026
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