CBOE VIX Indicative Ask Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
96.76%
increased by 3.66%
1 Week
104.31%
increased by 11.21%
1 Month
115.37%
increased by 22.27%
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 | |
|---|---|---|
| 59.2044 | 16.52 | |
| 0.1642 | 17.89 | |
| 0.8398 | 81.46 | |
| 4.7628 | 7.04 |
Estimation Period:
Sep 18, 2009 to May 15, 2026
Sep 18, 2009 to May 15, 2026
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