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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE DJIA Volatility Index

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CBOE S&P 500 9-Day Volatility Index

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
$ω$	0.9484	3.11
$α$	0.1486	5.03
$β$	0.7773	19.00
$γ_{1}$	-0.3869	-1.17
$γ_{2}$	1.1080	2.35
$γ_{3}$	-1.4173	-3.86
$γ_{4}$	0.9435	3.01

V-Lab

SP Funds Dow Jones Global Sukuk ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.45% (-0.07%)

Date Range:

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