-1x Short VIX Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.41% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4671 | 11.70 | |
| 0.0000 | 0.00 | |
| 0.7659 | 58.70 | |
| 0.2697 | 8.31 |
Estimation Period:
Mar 29, 2022 to Feb 6, 2026
Mar 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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