ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:100.72% (+11.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 55.8765 | 11.78 | |
| 0.2018 | 20.49 | |
| 0.9010 | 103.18 | |
| 5.3239 | 7.88 |
Estimation Period:
Nov 8, 2011 to Feb 20, 2026
Nov 8, 2011 to Feb 20, 2026
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