iPath Series B S&P 500 VIX Short-Term Futures ETN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.89% (-8.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5656 | 7.99 | |
| 0.1442 | 29.85 | |
| 0.7605 | 150.65 | |
| -3.1131 | -25.19 |
Estimation Period:
Jan 30, 2009 to Feb 6, 2026
Jan 30, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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