V-Lab
ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:91.15% (-15.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 57.0139 | 12.02 | |
| 0.2002 | 20.09 | |
| 0.9011 | 105.69 | |
| 5.5191 | 7.33 |
Estimation Period:
Nov 8, 2011 to May 30, 2025
Nov 8, 2011 to May 30, 2025
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