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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	1.1777	2.79
$α$	0.1575	2.35
$β$	0.6469	7.05
$γ_{1}$	-0.5824	-0.36
$γ_{2}$	1.1985	0.56
$γ_{3}$	2.7045	2.57
$γ_{4}$	-5.6476	-4.19
$γ_{5}$	2.4780	1.75
$γ_{6}$	-0.8332	-0.81
$γ_{7}$	0.9891	1.68

V-Lab

Bloomberg Short Treasury Total Return Index Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:0.35% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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