V-Lab
ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:71.02% (-6.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.7873 | 12.01 | |
| 0.2017 | 20.08 | |
| 0.9000 | 104.38 | |
| 5.4632 | 7.48 |
Estimation Period:
Nov 8, 2011 to Jul 11, 2025
Nov 8, 2011 to Jul 11, 2025
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