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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%)
Analysis last updated: Friday, February 13, 2026 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B S&P 500 VIX Mid-Term Futures ETN GJR-GARCH
paramt-stat
ω0.09057.63
α0.10219.45
β0.917692.82
γ-0.1021-11.02
Estimation Period:
Jan 25, 2018 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts