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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6631	3.45
$α$	0.1248	4.53
$β$	0.8024	29.14
$γ_{1}$	-0.4429	-4.33
$γ_{2}$	0.6063	4.31
$γ_{3}$	-0.1074	-1.45
$γ_{4}$	0.1259	1.15

V-Lab

iShares Ultra Short Duration Bond Active ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.89% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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