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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
$ω$	0.9541	2.92
$α$	0.1670	4.07
$β$	0.8041	21.88
$γ_{1}$	0.0994	1.49
$γ_{2}$	-0.2005	-1.67

V-Lab

iShares High Yield Systematic Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.51% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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