VIX Volatility Index (^VIX) price forecast

VIX Volatility Index is trading at 18.12. Over the next 4 hours our simulation puts it between 17.27 and 19.10— that's the 10th-to-90th percentile of 20,000 modelled outcomes, so roughly four times in five it should land inside that band. The odds of finishing higher are near a coin toss, so the model claims no directional signal here — the range is the whole forecast. These are probabilities, not predictions of certainty, and the backtest below shows exactly how often the model has been right.

VIX Volatility Index forecast by timeframe

Intraday horizons are free. Longer horizons — 1 day through 5 years — are part of Pro.

How accurate has this model been on VIX Volatility Index?

Every forecast site claims accuracy. Here is ours, measured by walk-forward backtest on data the model never saw during training. Where it has no edge over a naive baseline, we say so.

Backtested on 1925unseen samples. "No edge" means the model was no better than assuming the recent trend continues — an honest result, and a common one.

What the model is saying about VIX Volatility Index

The model sees ^VIX at 18.12 staying roughly flat over the near term, with an expected 18.16 in one week and 18.12 in one month. Confidence is limited: it puts the probability of an increase at 41.8% over one week and 44.1% over one month, with a one-week range of about 14 to 24 and a wider one-month band of roughly 11 to 31. The one-year expectation of 19.23 carries "very low" reliability and a vast 3 to 125 range. Annualised volatility is extreme at 144.76%, which explains those widening bands, while the trailing month is down 5.53%. The ML model narrowly beats its naive baseline at every horizon — 58.4% versus 56.0% at one day, 57.9% versus 54.8% at one week, 57.8% versus 53.8% at 30 days — an edge that exists but is slim. Given the low-to-very-low reliability and enormous long-range spread, any sharp volatility spike or regime shift would quickly render these flat expectations obsolete.

How to read this forecast

We don't publish a single price target, because nobody can know one. Instead the engine runs 20,000 simulated futures for VIX Volatility Index and reports the band containing the middle 80% of them — the 10th to 90th percentile. A wide band means genuine uncertainty; a narrow one means the recent range has been calm. The odds higher figure is a calibrated probability: when we say 60%, outcomes of that kind should finish higher about 60 times in 100. Near 50% there is no directional signal at all, and the range itself is the entire forecast.

More depth: what a forecast cone is, how to read a P10–P90 range, and what makes a probability trustworthy. Our public accuracy scorecard shows where the model has an edge — and where it has none.

Other index forecasts

Forecasts are probabilistic estimates from historical price data, not financial advice. Short-horizon direction has only a small measurable edge; long-horizon numbers reflect drift plus widening uncertainty and should be read as ranges, not targets. Figures update hourly. Coneview provides statistical market information, not financial advice.