Skip to main content
V-Lab

iPath Series B S&P 500 VIX Short-Term Futures ETN EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:66.66% (-6.50%)
Analysis last updated: Monday, February 9, 2026 at 10:23 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 EGARCH
paramt-stat
ω0.279916.08
α0.176718.05
β0.9019206.47
γ0.207523.13
Estimation Period:
Jan 30, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts