CBOE Realized Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
43.12%
increased by 5.90%
1 Week
43.17%
increased by 5.95%
1 Month
43.22%
increased by 6.00%
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 | |
|---|---|---|
| 1.0000 | 4.95 | |
| 0.1568 | 8.88 | |
| 0.5825 | 15.09 | |
| 0.8312 | 9.11 | |
| 1.3173 | 7.99 |
Estimation Period:
Jun 1, 2012 to May 15, 2026
Jun 1, 2012 to May 15, 2026
Other CBOE Realized Volatility Index Analyses
Other APARCH Analyses on Volatility Indices