ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:80.52% (+6.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.1706 | 11.55 | |
| 0.2018 | 20.57 | |
| 0.9033 | 103.70 | |
| 5.3331 | 7.88 |
Estimation Period:
Nov 8, 2011 to Jan 9, 2026
Nov 8, 2011 to Jan 9, 2026
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