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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
$ω$	0.4993	3.50
$α$	0.0847	2.69
$β$	0.7748	14.58
$γ_{1}$	-0.3744	-0.57
$γ_{2}$	-0.6101	-0.65
$γ_{3}$	2.8877	3.41
$γ_{4}$	-3.2962	-3.58
$γ_{5}$	1.5309	2.23
$γ_{6}$	-0.2199	-0.45
$γ_{7}$	0.2866	0.81

V-Lab

Invesco Investment Grade Defensive ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.55% (+0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Investment Grade Defensive ETF Analyses