ICE BofAML U.S. Bond Market Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5568	2.31
$α$	0.2558	5.11
$β$	0.6902	17.39
$γ_{1}$	-0.3847	-0.44
$γ_{2}$	1.3181	1.01
$γ_{3}$	-2.2592	-1.92
$γ_{4}$	3.4944	3.05
$γ_{5}$	-3.9211	-5.02
$γ_{6}$	2.0561	3.43
$γ_{7}$	-0.1368	-0.32

V-Lab

First Trust Municipal High Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.38% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Municipal High Income ETF Analyses