V-Lab
ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:64.00% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.6452 | 12.21 | |
| 0.2003 | 20.02 | |
| 0.8989 | 104.77 | |
| 5.4935 | 7.36 |
Estimation Period:
Nov 8, 2011 to Jun 27, 2025
Nov 8, 2011 to Jun 27, 2025
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