ProShares Ultra VIX Short-Term Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:113.10% (+14.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4293 | 21.36 | |
| 0.2474 | 25.87 | |
| 0.8921 | 203.44 | |
| 0.1968 | 22.85 |
Estimation Period:
Nov 8, 2011 to Feb 20, 2026
Nov 8, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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