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V-Lab

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%)
Analysis last updated: Friday, February 6, 2026 at 11:05 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 S0GARCH
paramt-stat
ω0.919913.49
α0.20737.78
β0.665216.98
γ1-0.0008-1.39
Estimation Period:
Jan 30, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts