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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
$m$	51
$α$	0.0285	6.78
$β$	0.9017	201.46
$γ$	0.1384	18.81
$λ_{1}$	3.1076	0.38
$λ_{2}$	0.0667	0.43
$λ_{3}$	0.0000	0.00

V-Lab

iShares Trust iShares ESG Advanced High Yield MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.74% (-0.05%)

Date Range:

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News Impact Curve

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