-1x Short VIX Futures ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:72.88% (-5.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.8790 | -4.41 | |
| 0.1114 | 16.23 | |
| 0.7518 | 112.95 | |
| 5.3594 | 19.46 |
Estimation Period:
Mar 29, 2022 to Feb 13, 2026
Mar 29, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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