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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2799 | 16.08 | |
| 0.1767 | 18.05 | |
| 0.9019 | 206.47 | |
| 0.2075 | 23.13 |
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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