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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	1.0000	9,999,900.00
$β$	0.0858	857,600.00
$γ$	-0.1715	-1,715,000.00
$λ_{1}$	0.0601	18.66
$λ_{2}$	0.6570	16.84
$λ_{3}$	0.0000	0.00

V-Lab

iShares Short Duration Bond Active ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:0.13% (-2.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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