ProShares Short VIX Short-Term Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.95% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2083 | 24.91 | |
| 0.3150 | 26.88 | |
| 0.9139 | 275.10 | |
| -0.1127 | -9.96 |
Estimation Period:
Oct 4, 2011 to Feb 6, 2026
Oct 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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