CBOE VIX Indicative Bid Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
94.71%
decreased by 2.11%
1 Week
101.98%
increased by 5.16%
1 Month
113.65%
increased by 16.83%
Analysis last updated: Friday, May 22, 2026 at 11:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2497 | 36.81 | |
| 0.7355 | 56.10 | |
| -0.2497 | -29.59 | |
| 0.2875 | 0.86 | |
| 0.0039 | 1.31 | |
| 0.9913 | 119.47 |
Estimation Period:
Sep 18, 2009 to May 15, 2026
Sep 18, 2009 to May 15, 2026
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