CBOE S&P 500 Constituent Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
44.99%
decreased by 1.13%
1 Week
50.03%
increased by 3.91%
1 Month
60.23%
increased by 14.11%
Analysis last updated: Friday, July 3, 2026 at 11:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 20.0023 | 10.49 | |
| 0.1186 | 15.85 | |
| 0.9135 | 86.27 | |
| 5.2859 | 4.50 |
Estimation Period:
Jun 19, 2014 to Jul 2, 2026
Jun 19, 2014 to Jul 2, 2026
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