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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
$ω$	-0.0277	-13.44
$α$	0.1797	27.91
$β$	0.9829	745.20
$γ$	-0.1197	-21.68

V-Lab

First Trust Tactical High Yield ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.97% (+0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Tactical High Yield ETF Analyses