iPath Series B S&P 500 VIX Mid-Term Futures ETN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.02% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 2.06 | |
| 0.1006 | 15.63 | |
| 0.8338 | 127.39 | |
| -1.4745 | -13.48 |
Estimation Period:
Jan 25, 2018 to Feb 6, 2026
Jan 25, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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