CBOE VIX Indicative Ask Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
177.90%
decreased by 0.70%
1 Week
166.49%
decreased by 12.11%
1 Month
151.82%
decreased by 26.78%
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 | |
|---|---|---|
| 0.7627 | 5.35 | |
| 0.1909 | 4.91 | |
| 0.5829 | 8.79 | |
| -0.1204 | -0.71 | |
| 0.1447 | 0.57 | |
| -0.0023 | -0.01 | |
| -0.0757 | -0.50 | |
| 0.1515 | 0.98 | |
| -0.3298 | -1.98 | |
| 0.5204 | 3.60 | |
| -0.4154 | -4.76 |
Estimation Period:
Sep 18, 2009 to Jun 5, 2026
Sep 18, 2009 to Jun 5, 2026
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