ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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 DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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This asset is not actively trading

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	param	t-stat
$ω$	0.0015	12.52
$α$	0.1145	25.39
$β$	0.8765	227.95
$γ$	0.0309	4.03

V-Lab

First Trust Smith Opportunistic Fixed Income ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.98% (+0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Smith Opportunistic Fixed Income ETF Analyses