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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3011	3.57
$α$	0.1014	3.78
$β$	0.8571	32.98
$γ_{1}$	0.0618	3.01
$γ_{2}$	-0.0800	-3.36

V-Lab

iShares Yield Optimized Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.05% (+0.02%)

Date Range:

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