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CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0336	2.09
$α$	0.1047	4.72
$β$	0.8826	43.47
$γ_{1}$	-0.3583	-1.07
$γ_{2}$	0.5374	1.18
$γ_{3}$	-0.4387	-1.74
$γ_{4}$	0.6673	1.99
$γ_{5}$	-1.0952	-2.18
$γ_{6}$	1.8187	3.01
$γ_{7}$	-1.7757	-3.89

V-Lab

PIMCO Enhanced Short Maturity Active ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.78% (-0.06%)

Date Range:

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News Impact Curve

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