ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:160.52% (+25.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.2719 | 11.83 | |
| 0.2039 | 20.51 | |
| 0.9009 | 103.53 | |
| 5.3619 | 7.88 |
Estimation Period:
Nov 8, 2011 to Mar 13, 2026
Nov 8, 2011 to Mar 13, 2026
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