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V-Lab

CBOE VIX Indicative Ask Index Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 6th, 2026

1 Day

118.08%

decreased by 2.41%

1 Week

130.78%

increased by 10.29%

1 Month

144.43%

increased by 23.94%

Analysis last updated: Friday, July 3, 2026 at 11:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE VIX Indicative Ask Index S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.75945.35
α0.19034.91
β0.58358.81
γ1-0.1236-0.74
γ20.15070.60
γ3-0.0081-0.05
γ4-0.0688-0.46
γ50.14090.92
γ6-0.3143-1.90
γ70.50713.49
γ8-0.4119-4.76
Estimation Period:
Sep 18, 2009 to Jul 2, 2026