ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:137.25% (+30.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.5615 | 11.33 | |
| 0.1982 | 20.34 | |
| 0.9042 | 102.88 | |
| 5.2874 | 7.82 |
Estimation Period:
Nov 8, 2011 to Oct 10, 2025
Nov 8, 2011 to Oct 10, 2025
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