ProShares Ultra VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:85.47% (-14.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.1313 | 11.79 | |
| 0.2016 | 20.39 | |
| 0.9009 | 102.88 | |
| 5.3525 | 7.77 |
Estimation Period:
Nov 8, 2011 to Dec 19, 2025
Nov 8, 2011 to Dec 19, 2025
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