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	param	t-stat
$ω$	1.8043	23.31
$α$	0.3112	20.28
$β$	0.7393	123.26
$γ$	-0.3018	-17.92

V-Lab

iPath Series B S&P 500 VIX Short-Term Futures ETN GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:69.63% (-5.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iPath Series B S&P 500 VIX Short-Term Futures ETN Analyses