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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
$ω$	1.4498	3.98
$α$	0.1147	4.39
$β$	0.8557	35.00
$γ_{1}$	0.0766	3.37
$γ_{2}$	-0.0980	-3.46

V-Lab

Virtus Newfleet Multi-Sector Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.72% (+0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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