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CBOE 3-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	106
$α$	0.0012	0.18
$β$	0.9811	85.72
$γ$	0.0322	7.66
$λ_{1}$	0.0366	0.03
$λ_{2}$	0.4374	0.03
$λ_{3}$	0.0000	0.00

V-Lab

iShares iBonds Dec 2031 Term Corporate ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.35% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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