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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	55.6124	11.86***
α ARCH Response to squared shocks	0.2022	20.96***
β GARCH Volatility persistence	0.9048	108.78***
ν DF Student-t tail thickness	5.4340	7.91***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares Ultra VIX Short-Term Futures ETF Analyses