ICE BofAML U.S. Bond Market Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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

CBOE Russell 2000 Volatility Index

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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{type} for {date}

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	param	t-stat
$ω$	1.7471	3.85
$α$	0.1600	7.16
$β$	0.7994	34.75
$γ_{1}$	0.8655	3.69
$γ_{2}$	-1.4704	-3.73
$γ_{3}$	1.1086	3.27
$γ_{4}$	-0.7388	-2.53
$γ_{5}$	0.6089	2.33
$γ_{6}$	-0.9757	-3.93
$γ_{7}$	0.8926	4.62

V-Lab

First Trust Tactical High Yield ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.28% (+0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust Tactical High Yield ETF Analyses