ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:70.72% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.1494 | 11.82 | |
| 0.2013 | 20.36 | |
| 0.9006 | 102.81 | |
| 5.3524 | 7.75 |
Estimation Period:
Nov 8, 2011 to Dec 5, 2025
Nov 8, 2011 to Dec 5, 2025
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