ProShares Ultra VIX Short-Term Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:118.41% (-9.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4294 | 21.31 | |
| 0.2475 | 25.85 | |
| 0.8921 | 203.31 | |
| 0.1973 | 22.89 |
Estimation Period:
Nov 8, 2011 to Feb 6, 2026
Nov 8, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProShares Ultra VIX Short-Term Futures ETF Analyses
Other EGARCH Analyses on ETFs