V-Lab
ProShares Ultra VIX Short-Term Futures ETF APARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:65.80% (-3.77%)
Analysis last updated: Friday, May 17, 2024 at 01:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5620 | 10.44 | |
| 0.1508 | 26.77 | |
| 0.7947 | 112.19 | |
| -0.7842 | -22.06 | |
| 0.8650 | 20.52 |
Estimation Period:
Nov 8, 2011 to May 10, 2024
Nov 8, 2011 to May 10, 2024
News Impact Curve
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