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CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	2.8457	4.32
$α$	0.1641	2.43
$β$	0.7251	10.83
$γ_{1}$	0.0722	0.42
$γ_{2}$	0.1368	0.44
$γ_{3}$	-0.1572	-0.63
$γ_{4}$	-0.2291	-1.25
$γ_{5}$	0.3692	2.17
$γ_{6}$	-0.4678	-2.60
$γ_{7}$	1.0106	6.66
$γ_{8}$	-1.5613	-10.52
$γ_{9}$	1.1147	8.99

V-Lab

State Street SPDR Portfolio Mortgage Backed Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:5.34% (+1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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