V-Lab
ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 30th, 2025:91.04% (-16.47%)
Analysis last updated: Thursday, January 30, 2025 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.0771 | 11.66 | |
| 0.2011 | 19.21 | |
| 0.9029 | 105.10 | |
| 6 | 6.86 |
Estimation Period:
Nov 8, 2011 to Jan 24, 2025
Nov 8, 2011 to Jan 24, 2025
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