V-Lab
ProShares Ultra VIX Short-Term Futures ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:74.07% (+3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8257 | 14.29 | |
| 0.1940 | 35.06 | |
| 0.6826 | 142.87 | |
| -4.4741 | -24.97 |
Estimation Period:
Nov 8, 2011 to Sep 12, 2025
Nov 8, 2011 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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