CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
440.82%
increased by 2.11%
1 Week
439.77%
increased by 1.06%
1 Month
435.86%
decreased by 2.85%
Analysis last updated: Friday, June 19, 2026 at 11:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 600.5380 | 3.64 | |
| 0.0187 | 4.02 | |
| 0.9892 | 171.14 | |
| 5.7812 | 1.23 |
Estimation Period:
May 13, 2022 to Jun 18, 2026
May 13, 2022 to Jun 18, 2026
Other CBOE 1-Day Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices