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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7594 | 5.35 | |
| 0.1903 | 4.91 | |
| 0.5835 | 8.81 | |
| -0.1236 | -0.74 | |
| 0.1507 | 0.60 | |
| -0.0081 | -0.05 | |
| -0.0688 | -0.46 | |
| 0.1409 | 0.92 | |
| -0.3143 | -1.90 | |
| 0.5071 | 3.49 | |
| -0.4119 | -4.76 |
Estimation Period:
Sep 18, 2009 to Jul 2, 2026
Sep 18, 2009 to Jul 2, 2026
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