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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	51
$α$	1.0000	9,999,900.00
$β$	0.0600	600,350.00
$γ$	-0.1201	-1,200,500.00
$λ_{1}$	10.0000	100,000,000.00
$λ_{2}$	0.7599	7,598,950.00
$λ_{3}$	0.0000	100.00

V-Lab

Bloomberg Short Treasury Total Return Index Value Unhedged USD MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:-0.00% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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