iPath Series B S&P 500 VIX Mid-Term Futures ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.90% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2074 | 27.56 | |
| 0.8210 | 113.82 | |
| -0.2074 | -27.21 | |
| 2.0443 | 0.21 | |
| 0.3779 | 0.21 | |
| 0.0000 | 0.00 |
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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