ProShares Ultra VIX Short-Term Futures ETF GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:91.75% (+5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.22 | |
| 0.2061 | 31.58 | |
| 0.7053 | 84.75 |
Estimation Period:
Nov 8, 2011 to Oct 31, 2025
Nov 8, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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