2x Long VIX Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:116.74% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.89 | |
| 0.3474 | 12.94 | |
| 0.7553 | 87.88 | |
| -0.3474 | -12.70 |
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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