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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)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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This asset is not actively trading

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	param	t-stat
$ω$	0.0002	7.15
$α$	0.0507	6.87
$β$	0.9193	196.02
$γ$	0.0598	6.28

V-Lab

First Trust Securitized Plus ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:4.07% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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