CBOE VIX Indicative Bid Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
98.89%
increased by 2.26%
1 Week
106.20%
increased by 9.57%
1 Month
117.56%
increased by 20.93%
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 | |
|---|---|---|
| 62.0355 | 14.66 | |
| 0.1449 | 15.81 | |
| 0.8516 | 78.79 | |
| 4.6637 | 6.15 |
Estimation Period:
Sep 18, 2009 to May 15, 2026
Sep 18, 2009 to May 15, 2026
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