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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE VIX Indicative Bid Index S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.73725.52
α0.14265.44
β0.66819.53
γ1-0.1629-1.05
γ20.18700.81
γ3-0.0012-0.01
γ4-0.0636-0.41
γ50.09160.68
γ6-0.2243-1.42
γ70.43343.00
γ8-0.3818-4.39
Estimation Period:
Sep 18, 2009 to Jul 2, 2026