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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
$ω$	0.6537	4.34
$α$	0.1784	5.09
$β$	0.6897	12.00
$γ_{1}$	-0.3383	-0.51
$γ_{2}$	-0.0938	-0.08
$γ_{3}$	0.5142	0.56
$γ_{4}$	0.4364	0.67
$γ_{5}$	-1.7592	-2.87
$γ_{6}$	3.0242	5.38
$γ_{7}$	-3.2042	-7.34
$γ_{8}$	2.4302	4.47
$γ_{9}$	-1.8024	-1.95

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:1.28% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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