ProShares Ultra VIX Short-Term Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:110.30% (+13.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4296 | 21.38 | |
| 0.2476 | 25.89 | |
| 0.8920 | 203.32 | |
| 0.1967 | 22.84 |
Estimation Period:
Nov 8, 2011 to Feb 27, 2026
Nov 8, 2011 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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