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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 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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{type} for {date}

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	param	t-stat
$ω$	0.4428	1.96
$α$	0.1268	2.77
$β$	0.7761	14.81
$γ_{1}$	-3.9458	-1.75
$γ_{2}$	7.2813	2.20
$γ_{3}$	-7.4790	-3.56
$γ_{4}$	8.9117	5.28
$γ_{5}$	-7.7371	-5.34
$γ_{6}$	2.9060	2.32
$γ_{7}$	0.4076	0.29
$γ_{8}$	-0.0374	-0.03
$γ_{9}$	-0.3661	-0.41

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Franklin High Yield Corporate ETF Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.75% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin High Yield Corporate ETF Fund Analyses