ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:108.82% (-15.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.8861 | 11.47 | |
| 0.1998 | 20.44 | |
| 0.9037 | 103.20 | |
| 5.3266 | 7.80 |
Estimation Period:
Nov 8, 2011 to Oct 17, 2025
Nov 8, 2011 to Oct 17, 2025
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