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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
$ω$	0.5548	3.91
$α$	0.0991	2.85
$β$	0.7823	10.49
$γ_{1}$	0.0224	0.39
$γ_{2}$	-0.1741	-1.86

V-Lab

Principal Investment Grade Corporate Active ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.89% (+0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Principal Investment Grade Corporate Active ETF Analyses