CBOE Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
89.87%
decreased by 4.20%
1 Week
93.82%
decreased by 0.25%
1 Month
101.66%
increased by 7.59%
Analysis last updated: Friday, May 8, 2026 at 11:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 26.28 | |
| 0.1363 | 29.87 | |
| 0.7576 | 108.74 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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