VIX Volatility Index (^VIX) price forecast

VIX Volatility Index is trading at 17.84. Over the next 4 hours our simulation puts it between 17.23 and 18.79— 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 1930unseen 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

Over the next week the model puts the odds of ^VIX rising at 40%, with a likely range of 15.57–23.10 around an expected 17.78. Price has moved +5.8% over the trailing month. A year out, the median simulated path implies +63.0%, but the 10–90% band spans 9.79–158.28 — at 104% annualised volatility, the range matters more than the midpoint. Federal Reserve interest rate decision lands on 2026-09-16 — across its last 21 of these it has moved 8.3% on the day, about 1.7x a normal one. The ranges above already widen to account for it. These are probabilistic estimates from historical prices only — a volatility regime change, or news the model cannot see, would invalidate them. Not financial advice.

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.