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CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	1.1662	4.85
$α$	0.1391	2.67
$β$	0.4693	5.08
$γ_{1}$	1.5000	1.43
$γ_{2}$	-2.9817	-1.73
$γ_{3}$	3.1347	3.21
$γ_{4}$	-3.1836	-5.94
$γ_{5}$	3.1790	6.87
$γ_{6}$	-2.6095	-6.57
$γ_{7}$	0.9143	2.14
$γ_{8}$	0.0456	0.10
$γ_{9}$	0.6500	0.30

V-Lab

iShares Core International Aggregate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:5.44% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Core International Aggregate Bond ETF Analyses