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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.1340	12.43
$β$	0.5885	34.58
$γ$	0.1565	11.09
$λ_{1}$	0.0053	1.71
$λ_{2}$	0.2481	2.36
$λ_{3}$	0.6817	4.84

V-Lab

First Trust California Municipal High Income ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.38% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust California Municipal High Income ETF Analyses