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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
$m$	21
$α$	1.0000	9,999,900.00
$β$	0.0294	294,220.00
$γ$	-0.0588	-588,240.00
$λ_{1}$	0.0653	16.14
$λ_{2}$	0.8823	11.68
$λ_{3}$	0.0000	0.00

V-Lab

Invesco Variable Rate Investment Grade ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:-0.00% (-1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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