CBOE VIX Indicative Ask Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
110.02%
increased by 1.15%
1 Week
121.42%
increased by 12.55%
1 Month
133.80%
increased by 24.93%
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 | |
|---|---|---|
| 0.7635 | 5.33 | |
| 0.1911 | 4.92 | |
| 0.5845 | 8.86 | |
| -0.1206 | -0.70 | |
| 0.1440 | 0.56 | |
| -0.0004 | 0.00 | |
| -0.0781 | -0.51 | |
| 0.1546 | 0.99 | |
| -0.3314 | -1.97 | |
| 0.5100 | 3.54 | |
| -0.3966 | -4.60 |
Estimation Period:
Sep 18, 2009 to May 15, 2026
Sep 18, 2009 to May 15, 2026
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