CBOE VIX Indicative Ask Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
181.83%
increased by 18.59%
1 Week
167.73%
increased by 4.49%
1 Month
142.23%
decreased by 21.01%
Analysis last updated: Friday, June 12, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 59.4469 | 16.07 | |
| 0.1640 | 17.73 | |
| 0.8402 | 79.86 | |
| 4.7000 | 7.11 |
Estimation Period:
Sep 18, 2009 to Jun 5, 2026
Sep 18, 2009 to Jun 5, 2026
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