2x Long VIX Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:114.58% (-19.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2574 | 4.85 | |
| 0.2713 | 4.54 | |
| 0.5027 | 7.28 | |
| 0.5409 | 2.21 | |
| -0.9329 | -2.05 |
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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