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 DJIA Volatility Index

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

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
$ω$	-0.0310	-10.45
$α$	0.1986	19.47
$β$	0.9844	782.53
$γ$	-0.0427	-6.10

V-Lab

First Trust Smith Opportunistic Fixed Income ETF EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.42% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Smith Opportunistic Fixed Income ETF Analyses