V-Lab
V-Lab
ProShares Ultra VIX Short-Term Futures ETF GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:72.19% (-2.02%)
Analysis last updated: Thursday, July 3, 2025 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ProShares Ultra VIX Short-Term Futures ETF GARCH
paramt-stat
ω5.000018.84
α0.206631.28
β0.706684.55
Estimation Period:
Nov 8, 2011 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts