CBOE Google Volatility Index APARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
103.47%
decreased by 3.40%
1 Week
115.33%
increased by 8.46%
1 Month
124.15%
increased by 17.28%
Analysis last updated: Friday, June 19, 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 | |
|---|---|---|
| 1.0000 | 6.49 | |
| 0.1769 | 17.33 | |
| 0.5014 | 14.31 | |
| -0.0255 | -0.55 | |
| 0.5000 | 8.47 |
Estimation Period:
Jan 7, 2011 to Jun 18, 2026
Jan 7, 2011 to Jun 18, 2026
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