ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:99.34% (-16.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 55.9866 | 11.74 | |
| 0.2018 | 20.48 | |
| 0.9012 | 103.02 | |
| 5.3178 | 7.88 |
Estimation Period:
Nov 8, 2011 to Feb 13, 2026
Nov 8, 2011 to Feb 13, 2026
Other ProShares Ultra VIX Short-Term Futures ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs