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CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.6537	4.33
$α$	0.1795	5.08
$β$	0.6888	12.05
$γ_{1}$	-0.3436	-0.52
$γ_{2}$	-0.0873	-0.08
$γ_{3}$	0.5170	0.56
$γ_{4}$	0.4209	0.64
$γ_{5}$	-1.7257	-2.81
$γ_{6}$	2.9643	5.28
$γ_{7}$	-3.0916	-7.47
$γ_{8}$	2.1885	5.28
$γ_{9}$	-1.2043	-3.42

V-Lab

iShares Short Maturity Municipal Bond Active ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.41% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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