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V-Lab

ProShares Short VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.85% (+9.58%)
Analysis last updated: Thursday, February 12, 2026 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ProShares Short VIX Short-Term Futures ETF SGARCH
paramt-stat
ω1.51424.32
α0.25276.18
β0.548010.22
γ1-0.2800-0.89
γ20.77691.70
γ3-0.8545-2.35
γ40.18860.44
γ50.59991.35
γ6-0.6092-1.22
γ7-0.0535-0.10
γ80.79831.56
γ9-1.3762-2.03
Estimation Period:
Oct 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts