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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 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0864	3.20
$α$	0.1622	7.85
$β$	0.8138	43.20
$γ_{1}$	-0.0374	-0.59
$γ_{2}$	0.1395	1.44
$γ_{3}$	-0.2847	-3.47

V-Lab

First Trust Tactical High Yield ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.17% (+0.28%)

Date Range:

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News Impact Curve

Volatility Forecasts

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