CBOE VIX Indicative Bid Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
117.83%
decreased by 2.41%
1 Week
126.84%
increased by 6.60%
1 Month
138.46%
increased by 18.22%
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 | |
|---|---|---|
| 0.7372 | 5.52 | |
| 0.1426 | 5.44 | |
| 0.6681 | 9.53 | |
| -0.1629 | -1.05 | |
| 0.1870 | 0.81 | |
| -0.0012 | -0.01 | |
| -0.0636 | -0.41 | |
| 0.0916 | 0.68 | |
| -0.2243 | -1.42 | |
| 0.4334 | 3.00 | |
| -0.3818 | -4.39 |
Estimation Period:
Sep 18, 2009 to Jul 2, 2026
Sep 18, 2009 to Jul 2, 2026
Other CBOE VIX Indicative Bid Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices