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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	55.7710	11.83***
α ARCH Response to squared shocks	0.2029	20.95***
β GARCH Volatility persistence	0.9047	108.32***
ν DF Student-t tail thickness	5.4279	7.93***

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ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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