V-Lab
ProShares Ultra VIX Short-Term Futures ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:72.70% (+2.86%)
Analysis last updated: Friday, May 17, 2024 at 01:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3402 | 16.01 | |
| 0.1954 | 33.18 | |
| 0.6766 | 139.16 | |
| -4.2814 | -23.19 |
Estimation Period:
Nov 8, 2011 to May 10, 2024
Nov 8, 2011 to May 10, 2024
News Impact Curve
Volatility Forecasts
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