ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	-0.0002	-1.55
$α$	0.0714	14.75
$β$	0.9303	217.71
$γ$	0.0754	6.12

V-Lab

First Trust Securitized Plus ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.96% (+0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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