ProShares Ultra VIX Short-Term Futures ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:77.54% (+2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7406 | 14.02 | |
| 0.1933 | 35.25 | |
| 0.6832 | 143.32 | |
| -4.4962 | -25.21 |
Estimation Period:
Nov 8, 2011 to Dec 12, 2025
Nov 8, 2011 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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