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)

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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
$ω$	1.4975	4.15
$α$	0.1457	5.46
$β$	0.7212	15.08
$γ_{1}$	-2.5019	-1.98
$γ_{2}$	5.1803	2.57
$γ_{3}$	-4.4084	-3.65
$γ_{4}$	3.5681	4.14
$γ_{5}$	-3.5405	-4.16
$γ_{6}$	2.7444	3.67
$γ_{7}$	-2.2959	-3.28
$γ_{8}$	2.3623	3.07
$γ_{9}$	-1.4022	-1.95
$γ_{10}$	0.9182	0.98

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:26.92% (+4.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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