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V-Lab

iPath Series B S&P 500 VIX Short-Term Futures ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.82% (+10.37%)
Analysis last updated: Thursday, February 12, 2026 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iPath Series B S&P 500 VIX Short-Term Futures ETN SGARCH
paramt-stat
ω0.904611.04
α0.20697.80
β0.665516.99
γ1-0.0014-0.59
Estimation Period:
Jan 30, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts