ProShares Ultra VIX Short-Term Futures ETF GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:103.71% (-10.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.23 | |
| 0.2054 | 31.46 | |
| 0.7061 | 84.75 |
Estimation Period:
Nov 8, 2011 to Oct 24, 2025
Nov 8, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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