ProShares Short VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.43% (+9.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8599 | 18.78 | |
| 0.1594 | 11.12 | |
| 0.6953 | 97.56 | |
| 0.1705 | 6.08 |
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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