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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)

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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

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{type} for {date}

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	param	t-stat
$ω$	0.9760	2.26
$α$	0.1819	5.66
$β$	0.6986	17.48
$γ_{1}$	-0.4900	-0.60
$γ_{2}$	0.8179	0.76
$γ_{3}$	-0.7849	-1.04
$γ_{4}$	1.5907	1.92
$γ_{5}$	-2.4493	-3.78
$γ_{6}$	2.2848	3.81
$γ_{7}$	-2.8334	-2.74

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:1.83% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust California Municipal High Income ETF Analyses