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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 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	-0.0000	-0.18
$α$	0.1314	33.54
$β$	0.8596	246.03
$γ$	0.1416	20.87

V-Lab

First Trust Tactical High Yield ETF AGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.69% (+0.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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