ProShares Short VIX Short-Term Futures ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.65% (-3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8640 | 19.66 | |
| 0.2670 | 30.71 | |
| 0.6810 | 83.69 |
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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