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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
$ω$	0.8991	3.77
$α$	0.2145	4.92
$β$	0.6341	10.18
$γ_{1}$	-0.5696	-1.16
$γ_{2}$	1.5369	2.17
$γ_{3}$	-1.9065	-3.46
$γ_{4}$	1.3087	2.48
$γ_{5}$	-1.0435	-1.55

V-Lab

iShares iBonds Dec 2028 Term Muni Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.50% (+0.44%)

Date Range:

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News Impact Curve

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