ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:89.12% (-5.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.42 | |
| 0.3495 | 18.85 | |
| 0.7269 | 108.56 | |
| -0.3136 | -15.70 |
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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