V-Lab
ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:75.73% (-9.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.4259 | 11.73 | |
| 0.1994 | 20.36 | |
| 0.9024 | 104.32 | |
| 5.3730 | 7.69 |
Estimation Period:
Nov 8, 2011 to Sep 12, 2025
Nov 8, 2011 to Sep 12, 2025
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