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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
$ω$	1.1752	2.80
$α$	0.1569	2.34
$β$	0.6453	6.92
$γ_{1}$	-0.5910	-0.36
$γ_{2}$	1.2164	0.57
$γ_{3}$	2.6732	2.54
$γ_{4}$	-5.5745	-4.10
$γ_{5}$	2.3123	1.59
$γ_{6}$	-0.4548	-0.37
$γ_{7}$	0.0189	0.01

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:0.61% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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