iPath Series B S&P 500 VIX Mid-Term Futures ETN APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.59% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1995 | 5.12 | |
| 0.0128 | 127,820.00 | |
| 0.8785 | 103.90 | |
| -1.0000 | -9,999,800.00 | |
| 2.8641 | 8.68 |
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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