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 Russell 2000 Volatility Index

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CBOE 1-Day Volatility Index

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0040	3.68
$α$	0.0424	4.37
$β$	0.9448	163.00
$γ$	0.0231	1.18

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:20.30% (+1.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Exchange Traded Fund IV - SSI Strategic Convertible Securities ETF Analyses