# Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard

> VIX1D-VIX9D-SHORT 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Global Markets governing Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks across US capital markets (1 Day Event Jump Volatility Horizon, October 2026).

Canonical: https://volsurfacedesk.com/instruments/vix1d-vix9d-short-2026-benchmark-standard
Last updated: 2026-10-22T08:14:17.363Z

## Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard (VIX1D-VIX9D-SHORT-STD)

- Type: product
- Jurisdiction: US
- Regulatory body: Cboe Global Markets
- Wikidata: Q53536

VIX1D-VIX9D-SHORT 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Global Markets governing Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks across US capital markets (1 Day Event Jump Volatility Horizon, October 2026).

### Recorded metadata

| Field | Value |
| --- | --- |
| verifiedDate | 2026-10-22 |
| regulatoryBody | Cboe Global Markets |
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