ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:99.44% (-11.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.2690 | 11.73 | |
| 0.1997 | 20.38 | |
| 0.9016 | 103.19 | |
| 5.3374 | 7.75 |
Estimation Period:
Nov 8, 2011 to Nov 14, 2025
Nov 8, 2011 to Nov 14, 2025
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