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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5989	4.03
$α$	0.1846	5.72
$β$	0.7325	21.15
$γ_{1}$	-0.0826	-0.99
$γ_{2}$	0.0753	0.64
$γ_{3}$	0.2130	3.17
$γ_{4}$	-0.3048	-3.03

V-Lab

iShares Short Duration Bond Active ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.49% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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