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V-Lab

ProShares Ultra High Yield Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.93% (-0.16%)
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 SGARCH
paramt-stat
ω0.92353.48
α0.09084.01
β0.857231.64
γ1-1.5406-2.93
γ22.73413.32
γ3-1.4442-2.17
γ4-0.4686-0.65
γ51.57142.29
γ6-1.8111-3.07
γ72.19773.33
γ8-2.0706-2.96
γ90.91801.60
γ10-0.2781-0.44
Estimation Period:
Apr 14, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts