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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4793	1.43
$α$	0.0028	0.15
$β$	0.7986	1.31
$γ_{1}$	-4.2654	-1.00
$γ_{2}$	7.1975	1.31
$γ_{3}$	-4.6705	-2.34
$γ_{4}$	1.3471	1.17
$γ_{5}$	0.0167	0.02
$γ_{6}$	1.4097	1.43
$γ_{7}$	-2.4119	-2.49
$γ_{8}$	2.5077	3.55

V-Lab

iShares iBonds Dec 2030 Term Treasury ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.60% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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