V-Lab
ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:110.10% (+1.17%)
Analysis last updated: Wednesday, November 20, 2024 at 10:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.13 | |
| 0.3440 | 18.04 | |
| 0.7262 | 101.92 | |
| -0.2978 | -14.29 |
Estimation Period:
Nov 8, 2011 to Nov 15, 2024
Nov 8, 2011 to Nov 15, 2024
News Impact Curve
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