V-Lab
Proshares Ultra QQQ TOP 30 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
51.84%
increased by 0.03%
1 Week
51.90%
increased by 0.09%
1 Month
52.12%
increased by 0.31%
Analysis last updated: Saturday, July 25, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2025 to Jul 24, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 276 trading days (~1.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9061 | 5.59*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9975 | 23.55*** |
Spline Coefficients
K=1
| γ1 | -0.8956 | -0.18 |
Persistence:
0.997
Half-life:
276 days
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