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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

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.0425	4.21
$α$	0.2064	5.31
$β$	0.6297	11.76
$γ_{1}$	-0.7815	-1.54
$γ_{2}$	1.2120	1.66
$γ_{3}$	-0.7671	-1.86
$γ_{4}$	0.7094	1.77
$γ_{5}$	-0.8674	-1.87
$γ_{6}$	1.6289	3.89
$γ_{7}$	-2.2689	-5.23
$γ_{8}$	1.7449	3.25
$γ_{9}$	-1.8513	-2.10

V-Lab

First Trust Managed Municipal ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.69% (+0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Managed Municipal ETF Analyses