ProShares Ultra VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:75.63% (+8.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5344 | 3.72 | |
| 0.2293 | 7.50 | |
| 0.5790 | 12.75 | |
| -0.1148 | -0.32 | |
| 0.6009 | 1.21 | |
| -0.9491 | -3.04 | |
| 0.6043 | 1.77 | |
| -0.0095 | -0.03 | |
| -0.2008 | -0.52 | |
| -0.1741 | -0.41 | |
| 0.7683 | 1.82 | |
| -1.3097 | -2.20 |
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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