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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1829	3.88
$β$	0.5118	5.91
$γ$	-0.1829	-3.70
$λ_{1}$	0.0000	0.04
$λ_{2}$	0.0118	0.23
$λ_{3}$	0.9882	8.95

V-Lab

T Rowe Price Ultra Short-Term Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.54% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other T Rowe Price Ultra Short-Term Bond ETF Analyses