V-Lab
ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:168.73% (-24.40%)
Analysis last updated: Friday, July 26, 2024 at 02:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.74 | |
| 0.3381 | 17.55 | |
| 0.7274 | 97.15 | |
| -0.2917 | -13.92 |
Estimation Period:
Nov 8, 2011 to Jul 19, 2024
Nov 8, 2011 to Jul 19, 2024
News Impact Curve
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