V-Lab
ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 22nd, 2025:100.76% (+30.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 57.1183 | 11.87 | |
| 0.2009 | 20.07 | |
| 0.9025 | 106.02 | |
| 5.5430 | 7.29 |
Estimation Period:
Nov 8, 2011 to May 16, 2025
Nov 8, 2011 to May 16, 2025
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