-1x Short VIX Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.62% (+13.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7957 | 4.16 | |
| 0.2006 | 2.54 | |
| 0.5022 | 4.19 | |
| 4.3958 | 3.03 | |
| -6.3490 | -2.98 | |
| 4.4548 | 3.02 | |
| -5.1620 | -3.05 | |
| 4.1714 | 1.61 |
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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