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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
$ω$	0.4232	1.95
$α$	0.1261	2.86
$β$	0.7674	14.51
$γ_{1}$	-4.0919	-1.84
$γ_{2}$	7.5106	2.33
$γ_{3}$	-7.6627	-3.78
$γ_{4}$	9.1178	5.58
$γ_{5}$	-7.9680	-5.68
$γ_{6}$	3.2503	2.70
$γ_{7}$	-0.2834	-0.21
$γ_{8}$	1.5634	1.08
$γ_{9}$	-4.5691	-2.47

V-Lab

Franklin High Yield Corporate ETF Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.45% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin High Yield Corporate ETF Fund Analyses