CBOE VIX Indicative Bid Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
98.84%
decreased by 3.01%
1 Week
105.24%
increased by 3.39%
1 Month
115.57%
increased by 13.72%
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 | |
|---|---|---|
| 76 | ||
| 0.2446 | 36.62 | |
| 0.7332 | 53.04 | |
| -0.2446 | -28.13 | |
| 0.2920 | 0.81 | |
| 0.0038 | 1.22 | |
| 0.9913 | 111.36 |
Estimation Period:
Sep 18, 2009 to Jul 2, 2026
Sep 18, 2009 to Jul 2, 2026
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