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V-Lab

ProShares Ultra High Yield Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.45% (-0.15%)
Analysis last updated: Tuesday, February 10, 2026 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ProShares Ultra High Yield S0GARCH
paramt-stat
ω0.93873.52
α0.09134.04
β0.856631.71
γ1-1.5029-2.84
γ22.67633.23
γ3-1.4168-2.13
γ4-0.4706-0.65
γ51.55102.27
γ6-1.7555-2.99
γ72.07363.20
γ8-1.8608-2.77
γ90.58821.20
γ100.37651.34
Estimation Period:
Apr 14, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts