ProShares Ultra VIX Short-Term Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:60.35% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4308 | 21.13 | |
| 0.2475 | 25.74 | |
| 0.8918 | 200.45 | |
| 0.1966 | 22.83 |
Estimation Period:
Nov 8, 2011 to Dec 26, 2025
Nov 8, 2011 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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