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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
$ω$	0.7266	6.55
$α$	0.1110	3.61
$β$	0.7983	17.34
$γ_{1}$	0.1269	4.53
$γ_{2}$	-0.3036	-5.82

V-Lab

Nuveen Enhanced Yield US Aggregate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.38% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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