iPath Series B S&P 500 VIX Mid-Term Futures ETN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.46% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 2.64 | |
| 0.0585 | 6.89 | |
| 0.9676 | 158.23 | |
| 0.1486 | 21.57 |
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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