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CDX/CBOE NA High Yield 3-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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{type} for {date}

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	param	t-stat
$ω$	0.3973	3.16
$α$	0.1921	5.28
$β$	0.6736	13.52
$γ_{1}$	-0.6666	-0.53
$γ_{2}$	0.4939	0.27
$γ_{3}$	-0.2141	-0.18
$γ_{4}$	1.4666	1.57
$γ_{5}$	-2.4442	-2.78
$γ_{6}$	3.7985	3.62
$γ_{7}$	-5.0442	-5.19
$γ_{8}$	3.6810	4.24
$γ_{9}$	-1.3165	-1.52
$γ_{10}$	-0.2918	-0.19

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:8.77% (+0.17%)

Date Range:

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News Impact Curve

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