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CBOE 3-Month Volatility Index

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
$ω$	0.8707	3.57
$α$	0.1301	3.70
$β$	0.8366	22.87
$γ_{1}$	-0.2050	-4.35
$γ_{2}$	0.3421	4.38
$γ_{3}$	-0.0784	-0.95

V-Lab

State Street Ultra Short Term Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:2.07% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Ultra Short Term Bond ETF Analyses