2x Long VIX Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:139.96% (-25.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.7961 | 9.08 | |
| 0.2159 | 13.42 | |
| 0.8598 | 56.95 | |
| 4.7351 | 5.64 |
Estimation Period:
Mar 29, 2022 to Feb 6, 2026
Mar 29, 2022 to Feb 6, 2026
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