ProShares Short VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.85% (+9.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5142 | 4.32 | |
| 0.2527 | 6.18 | |
| 0.5480 | 10.22 | |
| -0.2800 | -0.89 | |
| 0.7769 | 1.70 | |
| -0.8545 | -2.35 | |
| 0.1886 | 0.44 | |
| 0.5999 | 1.35 | |
| -0.6092 | -1.22 | |
| -0.0535 | -0.10 | |
| 0.7983 | 1.56 | |
| -1.3762 | -2.03 |
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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