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V-Lab

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%)
Analysis last updated: Monday, February 9, 2026 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B S&P 500 VIX Mid-Term Futures ETN S0GARCH
paramt-stat
ω2.85212.10
α0.14604.57
β0.760617.00
γ11.41492.11
γ2-1.8648-2.01
γ30.61871.31
γ4-0.2116-0.64
γ50.05820.30
Estimation Period:
Jan 25, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts