ProShares Short VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.94% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8170 | 5.36 | |
| 0.2568 | 6.27 | |
| 0.5576 | 10.87 | |
| 0.1719 | 0.86 | |
| -0.0534 | -0.17 | |
| -0.4781 | -2.26 | |
| 0.7810 | 4.18 | |
| -0.7529 | -3.90 | |
| 0.5661 | 3.08 | |
| -0.3062 | -2.38 |
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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