iPath Series B S&P 500 VIX Mid-Term Futures ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.11% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 7.63 | |
| 0.1021 | 9.45 | |
| 0.9176 | 92.82 | |
| -0.1021 | -11.02 |
Estimation Period:
Jan 25, 2018 to Feb 13, 2026
Jan 25, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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