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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	55.3602	11.89***
α ARCH Response to squared shocks	0.2020	20.97***
β GARCH Volatility persistence	0.9046	108.80***
ν DF Student-t tail thickness	5.4283	7.92***

V-Lab

ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other ProShares Ultra VIX Short-Term Futures ETF Analyses