CBOE VIX Indicative Bid Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
175.52%
decreased by 1.48%
1 Week
164.13%
decreased by 12.87%
1 Month
142.77%
decreased by 34.23%
Analysis last updated: Monday, June 15, 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 | |
|---|---|---|
| 62.3375 | 14.45 | |
| 0.1457 | 15.80 | |
| 0.8514 | 77.70 | |
| 4.6287 | 6.22 |
Estimation Period:
Sep 18, 2009 to Jun 12, 2026
Sep 18, 2009 to Jun 12, 2026
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