V-Lab
V-Lab
ProShares Ultra VIX Short-Term Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:104.51% (-9.92%)
Analysis last updated: Friday, May 23, 2025 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ProShares Ultra VIX Short-Term Futures ETF EGARCH
paramt-stat
ω0.430320.85
α0.247525.34
β0.8925197.94
γ0.192222.20
Estimation Period:
Nov 8, 2011 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts