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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)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0039	7.26
$α$	0.1582	18.16
$β$	0.8418	103.52
$γ$	0.2000	13.05
$δ$	1.4521	18.23

V-Lab

First Trust Tactical High Yield ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:4.22% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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