-1x Short VIX Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.17% (-5.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7945 | 4.15 | |
| 0.2032 | 2.56 | |
| 0.5002 | 4.22 | |
| 4.3607 | 2.99 | |
| -6.2704 | -2.92 | |
| 4.3184 | 2.86 | |
| -4.8565 | -2.96 | |
| 3.4051 | 2.62 |
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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