-1x Short VIX Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:65.98% (-10.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.5529 | 5.69 | |
| 0.1843 | 12.43 | |
| 0.8767 | 40.06 | |
| 3.7246 | 6.55 |
Estimation Period:
Mar 29, 2022 to Feb 13, 2026
Mar 29, 2022 to Feb 13, 2026
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