iPath Series B S&P 500 VIX Mid-Term Futures ETN GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.14% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0985 | 5.19 | |
| 0.0560 | 5.83 | |
| 0.9161 | 67.22 |
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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