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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%)
Analysis last updated: Friday, February 6, 2026 at 11:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B S&P 500 VIX Mid-Term Futures ETN AGARCH
paramt-stat
ω0.03672.06
α0.100615.63
β0.8338127.39
γ-1.4745-13.48
Estimation Period:
Jan 25, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts