iPath Series B S&P 500 VIX Mid-Term Futures ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:254,818.83% (-52,953.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0514 | 5.55 | |
| 0.1303 | 20.04 | |
| 0.9990 | 12,333.33 | |
| 2.0000 | 83,333.33 |
Estimation Period:
Jan 25, 2018 to Feb 13, 2026
Jan 25, 2018 to Feb 13, 2026
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