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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.9591	2.81
$α$	0.0731	2.69
$β$	0.8402	17.77
$γ_{1}$	0.4625	0.79
$γ_{2}$	-0.0638	-0.08
$γ_{3}$	-0.8614	-1.83
$γ_{4}$	1.1413	2.63
$γ_{5}$	-1.5524	-3.73
$γ_{6}$	1.1357	2.92
$γ_{7}$	-0.1793	-0.70

V-Lab

Franklin Investment Grade Corporate ETF Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:4.56% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin Investment Grade Corporate ETF Fund Analyses