-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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 29, 2022 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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