2x Long VIX Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:115.01% (-15.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1945 | 4.73 | |
| 0.2773 | 4.65 | |
| 0.5296 | 8.40 | |
| 0.3529 | 1.96 | |
| -0.4532 | -1.99 |
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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