CBOE VIX Indicative Ask Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
179.23%
decreased by 30.82%
1 Week
163.48%
decreased by 46.57%
1 Month
138.05%
decreased by 72.00%
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 | |
|---|---|---|
| 51 | ||
| 0.2959 | 35.69 | |
| 0.6670 | 57.29 | |
| -0.2959 | -29.98 | |
| 0.3935 | 0.66 | |
| 0.0041 | 1.11 | |
| 0.9890 | 71.98 |
Estimation Period:
Sep 18, 2009 to Jun 5, 2026
Sep 18, 2009 to Jun 5, 2026
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