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

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{type} for {date}

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	param	t-stat
$ω$	0.0041	4.98
$α$	0.0460	10.32
$β$	0.9380	205.61
$γ$	0.0921	2.19
$δ$	2.4958	18.99

V-Lab

First Trust Exchange Traded Fund IV - SSI Strategic Convertible Securities ETF APARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.99% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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