iPath Series B S&P 500 VIX Mid-Term Futures ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.33% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8521 | 2.10 | |
| 0.1460 | 4.57 | |
| 0.7606 | 17.00 | |
| 1.4149 | 2.11 | |
| -1.8648 | -2.01 | |
| 0.6187 | 1.31 | |
| -0.2116 | -0.64 | |
| 0.0582 | 0.30 |
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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