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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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	param	t-stat
$ω$	0.0012	14.66
$α$	0.0252	6.84
$β$	0.8938	337.55
$γ$	0.1610	18.60

V-Lab

First Trust Tactical High Yield ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.38% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Tactical High Yield ETF Analyses