V-Lab
V-Lab
ProShares Ultra VIX Short-Term Futures ETF GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:107.28% (-13.03%)
Analysis last updated: Sunday, May 18, 2025 at 06:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ProShares Ultra VIX Short-Term Futures ETF GARCH
paramt-stat
ω5.000018.83
α0.207031.10
β0.706984.33
Estimation Period:
Nov 8, 2011 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts