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V-Lab

-1x Short VIX Futures ETF GARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

61.96%

increased by 10.44%

1 Week

63.27%

increased by 11.75%

1 Month

65.47%

increased by 13.95%

Analysis last updated: Friday, July 17, 2026 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of -1x Short VIX Futures ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 29, 2022 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.5815
12.41***
α

ARCH

Response to squared shocks

0.2273
14.82***
β

GARCH

Volatility persistence

0.6279
35.90***

Persistence:

0.855

Half-life:

4 days