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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
$ω$	0.6403	5.69
$α$	0.1702	1.32
$β$	0.6810	5.92
$γ_{1}$	0.4081	3.27
$γ_{2}$	-0.7660	-3.87
$γ_{3}$	0.3755	2.18

V-Lab

State Street Fixed Income Sector Rotation ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.35% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Fixed Income Sector Rotation ETF Analyses