I agree, Yellowstone is a high-impact low-threat (relatively speaking) problem. You should not specifically prepare for it. You should however think about skills that would be very useful in an environment after a volcano that you might want to learn to have an edge on surviving. Things like: negotiations/persuasion/leadership (you may not be the leader, but you'll need to know where to fit in), weapons training, gardening/farming, cooking, metal working, building small structures, and the list goes on.

Use an all-hazards type of mentality, don't focus on the high-impact low-threat ( i.e. TEOTWAWKI ), but learn skills that will be valuable. If you have a degree in something that is less than 100 years old, it generally probably will not help you in something like a TEOTWAWKI event.