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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9046 | 11.04 | |
| 0.2069 | 7.80 | |
| 0.6655 | 16.99 | |
| -0.0014 | -0.59 |
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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