ProShares Ultra VIX Short-Term Futures ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:147.90% (-24.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7639 | 14.09 | |
| 0.1934 | 35.18 | |
| 0.6841 | 144.27 | |
| -4.4869 | -25.03 |
Estimation Period:
Nov 8, 2011 to Oct 17, 2025
Nov 8, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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