CBOE Realized Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
39.38%
increased by 0.93%
1 Week
39.18%
increased by 0.73%
1 Month
39.05%
increased by 0.60%
Analysis last updated: Friday, May 22, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7817 | 4.03 | |
| 0.0867 | 10.67 | |
| 0.5131 | 22.09 | |
| 4.3433 | 12.82 |
Estimation Period:
Jun 1, 2012 to May 15, 2026
Jun 1, 2012 to May 15, 2026
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