Actual volatility (not implied!) is much easier to predict than price.

It’s also much more difficult to trade than price changes. So your intuition about this is correct though.

It is not super difficult to predict tomorrows volatility sign (up/down compared to today) with +60% success. Even textbook GARCH models do well here.

If you could do that with the price, you’d quickly become filthy rich.

https://www.cboe.com/tradable_products/vix/vix_options/

When trading the VIX, you are trading the implied volatility not the actual (realized) volatility.

VIX represents the implied vol of options on S&P500 expiring 30 days into the future.

Trading the realized volatility is not easy :)

there is possibility you can take trading position with expectation of vol reverting to the mean, and vol will keep increasing (what happened to tesla and gamestop short sellers)

and vice versa