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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
$ω$	0.5591	3.96
$α$	0.2097	3.18
$β$	0.5926	5.59
$γ_{1}$	2.4719	2.75
$γ_{2}$	-4.8604	-3.74
$γ_{3}$	3.7706	4.34
$γ_{4}$	-2.1626	-2.76
$γ_{5}$	0.3901	0.37

V-Lab

iShares Intermediate Muni Income Active ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.25% (-0.08%)

Date Range:

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