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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.7316	4.93
$α$	0.1129	2.96
$β$	0.7363	14.39
$γ_{1}$	0.0112	0.01
$γ_{2}$	0.4724	0.42
$γ_{3}$	-1.0078	-1.33
$γ_{4}$	0.6016	0.91
$γ_{5}$	1.4436	2.30
$γ_{6}$	-3.3990	-4.86
$γ_{7}$	2.4877	3.64
$γ_{8}$	-1.2214	-2.23
$γ_{9}$	1.1230	3.17

V-Lab

First Trust Smith Opportunistic Fixed Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.82% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Smith Opportunistic Fixed Income ETF Analyses