ProShares Ultra VIX Short-Term Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:95.74% (-6.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4299 | 21.16 | |
| 0.2456 | 25.50 | |
| 0.8922 | 201.12 | |
| 0.1954 | 22.73 |
Estimation Period:
Nov 8, 2011 to Nov 28, 2025
Nov 8, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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