iPath Series B S&P 500 VIX Short-Term Futures ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.74% (+6.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9199 | 13.49 | |
| 0.2073 | 7.78 | |
| 0.6652 | 16.98 | |
| -0.0008 | -1.39 |
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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