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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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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.8026	8,025,770.00
$β$	0.0371	371,060.00
$γ$	0.3206	3,206,340.00
$λ_{1}$	0.0263	50.28
$λ_{2}$	0.8980	14,484.19
$λ_{3}$	0.0000	0.01

V-Lab

iShares iBoxx $ Investment Grade Corporate Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:-0.00% (-7.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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