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

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0037	12.43
$α$	0.1028	12.37
$β$	0.8054	124.98
$γ$	0.0934	5.56

V-Lab

First Trust California Municipal High Income ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:2.59% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust California Municipal High Income ETF Analyses