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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2965 | 17.50 | |
| 0.1217 | 35.71 | |
| 0.8319 | 157.74 | |
| -1.0000 | -111.04 | |
| 0.8247 | 24.58 |
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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