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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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{type} for {date}

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	param	t-stat
$ω$	0.4003	3.17
$α$	0.1912	5.26
$β$	0.6759	13.80
$γ_{1}$	-0.6261	-0.50
$γ_{2}$	0.4283	0.23
$γ_{3}$	-0.1652	-0.14
$γ_{4}$	1.4182	1.51
$γ_{5}$	-2.3989	-2.72
$γ_{6}$	3.7720	3.58
$γ_{7}$	-5.0689	-5.21
$γ_{8}$	3.8143	4.46
$γ_{9}$	-1.6940	-2.39
$γ_{10}$	0.8059	1.69

V-Lab

Innovator S&P Investment Grade Preferred ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.44% (+0.15%)

Date Range:

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News Impact Curve

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