-1x Short VIX Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:81.19% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2293 | 3.35 | |
| 0.0640 | 4.61 | |
| 0.9133 | 60.43 | |
| -0.2772 | -26.70 |
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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