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iPath Series B S&P 500 VIX Short-Term Futures ETN APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.79% (-9.88%)
Analysis last updated: Friday, February 6, 2026 at 11:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iPath Series B S&P 500 VIX Short-Term Futures ETN APARCH
paramt-stat
ω0.296517.50
α0.121735.71
β0.8319157.74
γ-1.0000-111.04
δ0.824724.58
Estimation Period:
Jan 30, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts