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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	32.32***
α ARCH Response to squared shocks	0.4537	32.60***
β GARCH Volatility persistence	0.5447	69.91***
γ leverage Additional response to negative shocks	-0.1933	-8.65***

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ProShares Ultra VIX Short-Term Futures ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares Ultra VIX Short-Term Futures ETF Analyses