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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

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.1522	5.58
$α$	0.1328	39.22
$β$	0.9876	474.35
$ν$	5.7874	10.32

V-Lab

First Trust Tactical High Yield ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.76% (+0.35%)

Date Range:

Parameter Estimates

Other First Trust Tactical High Yield ETF Analyses