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iPath Series B S&P 500 VIX Mid-Term Futures ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.83% (-1.89%)
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 SGARCH
paramt-stat
ω2.92892.07
α0.15654.86
β0.712113.94
γ12.04632.03
γ2-2.6398-1.92
γ30.80411.34
γ4-0.3949-1.03
γ50.67621.56
γ6-1.9353-2.38
Estimation Period:
Jan 25, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts