CBOE Realized Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
39.20%
increased by 0.64%
1 Week
39.51%
increased by 0.95%
1 Month
39.59%
increased by 1.03%
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 | |
|---|---|---|
| 5.0000 | 11.60 | |
| 0.0465 | 3.64 | |
| 0.1506 | 2.22 |
Estimation Period:
Jun 1, 2012 to May 15, 2026
Jun 1, 2012 to May 15, 2026
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