ProShares Short VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.22% (-6.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.5770 | 3.91 | |
| 0.1920 | 33.74 | |
| 0.9757 | 158.91 | |
| 4.3254 | 14.91 |
Estimation Period:
Oct 4, 2011 to Feb 6, 2026
Oct 4, 2011 to Feb 6, 2026
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