BondBloxx CCC-Rated USD High Yield Corporate Bond ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
4.90%
decreased by 0.07%
1 Week
5.25%
increased by 0.28%
1 Month
6.07%
increased by 1.10%
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 | |
|---|---|---|
| 1.6049 | 4.89 | |
| 0.1098 | 1.32 | |
| 0.8186 | 7.61 | |
| 0.1366 | 1.90 |
Estimation Period:
May 26, 2022 to Jul 2, 2026
May 26, 2022 to Jul 2, 2026
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