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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9289 | 2.07 | |
| 0.1565 | 4.86 | |
| 0.7121 | 13.94 | |
| 2.0463 | 2.03 | |
| -2.6398 | -1.92 | |
| 0.8041 | 1.34 | |
| -0.3949 | -1.03 | |
| 0.6762 | 1.56 | |
| -1.9353 | -2.38 |
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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