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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	13.12***
α ARCH Response to squared shocks	0.3997	33.11***
β GARCH Volatility persistence	0.5086	65.62***

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ProShares Ultra VIX Short-Term Futures ETF MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares Ultra VIX Short-Term Futures ETF Analyses