CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
407.04%
decreased by 3.22%
1 Week
406.55%
decreased by 3.71%
1 Month
404.73%
decreased by 5.53%
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 | |
|---|---|---|
| 592.3328 | 3.54 | |
| 0.0195 | 3.74 | |
| 0.9877 | 147.68 | |
| 5.8980 | 1.05 |
Estimation Period:
May 13, 2022 to May 15, 2026
May 13, 2022 to May 15, 2026
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