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

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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

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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

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	param	t-stat
$ω$	0.0153	4.29
$α$	0.3223	20.48
$β$	0.9881	506.20
$γ$	-0.0692	-4.31

V-Lab

First Trust High Income Strategic Focus ETF Fund EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.48% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust High Income Strategic Focus ETF Fund Analyses