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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
$m$	26
$α$	0.7288	7,288,050.00
$β$	0.0212	211,950.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0035	51.61
$λ_{2}$	0.9531	1,338.59
$λ_{3}$	0.0000	0.01

V-Lab

Dimensional Core Fixed Income ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:-0.00% (-6.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional Core Fixed Income ETF Analyses