you know the question OP is asking is akin to asking, if there is any way to find out the anticipate the anticipated(implied) volatility. In other words, is there any way to tell the future? My answer is, yes
If the OP is trading calendars that are root time vega neutral, he mainly should care about how the forward volatility responds to the realization of the front. There are fairly straightforward approaches to that based on historical analysis.
