V-Lab
ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:96.66% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 57.1610 | 11.99 | |
| 0.2025 | 20.08 | |
| 0.9027 | 107.19 | |
| 5.6310 | 7.17 |
Estimation Period:
Nov 8, 2011 to May 2, 2025
Nov 8, 2011 to May 2, 2025
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