CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
410.50%
decreased by 6.45%
1 Week
409.97%
decreased by 6.98%
1 Month
408.02%
decreased by 8.93%
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 | |
|---|---|---|
| 594.7709 | 3.63 | |
| 0.0196 | 3.89 | |
| 0.9883 | 161.06 | |
| 5.9176 | 1.11 |
Estimation Period:
May 13, 2022 to May 8, 2026
May 13, 2022 to May 8, 2026
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