CBOE 1-Day Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
409.63%
decreased by 2.64%
1 Week
409.68%
decreased by 2.59%
1 Month
409.87%
decreased by 2.40%
Analysis last updated: Friday, May 15, 2026 at 11:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.58 | |
| 0.0129 | 8.30 | |
| 0.9797 | 406.20 |
Estimation Period:
May 13, 2022 to May 8, 2026
May 13, 2022 to May 8, 2026
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