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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
$ω$	1.9785	3.94
$α$	0.0550	2.26
$β$	0.9253	30.98
$γ_{1}$	0.0497	2.02
$γ_{2}$	-0.0537	-1.82

V-Lab

First Trust Emerging Markets Local Currency Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:8.00% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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