V-Lab
ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:105.43% (-1.64%)
Analysis last updated: Thursday, November 21, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 55.9825 | 11.72 | |
| 0.1978 | 19.18 | |
| 0.9057 | 109.13 | |
| 6 | 6.69 |
Estimation Period:
Nov 8, 2011 to Nov 15, 2024
Nov 8, 2011 to Nov 15, 2024
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