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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
$ω$	1.0724	8.50
$α$	0.0872	4.06
$β$	0.8335	24.94
$γ_{1}$	0.0198	0.74
$γ_{2}$	-0.0406	-0.97
$γ_{3}$	0.1016	3.57
$γ_{4}$	-0.2567	-6.57

V-Lab

State Street SPDR Portfolio Long Term Corporate Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:6.00% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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