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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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	param	t-stat
$ω$	0.9420	6.57
$α$	0.1154	2.66
$β$	0.7623	12.95
$γ_{1}$	0.5136	3.40
$γ_{2}$	-0.9915	-3.86
$γ_{3}$	0.6545	2.56

V-Lab

iShares iBonds Dec 2029 Term Corporate ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.59% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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