iPath Series B S&P 500 VIX Short-Term Futures ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:63.53% (-8.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.3857 | 14.91 | |
| 0.1768 | 22.07 | |
| 0.8997 | 123.17 | |
| 5.6628 | 7.27 |
Estimation Period:
Jan 30, 2009 to Feb 13, 2026
Jan 30, 2009 to Feb 13, 2026
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