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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	19.76***
α ARCH Response to squared shocks	0.3577	19.22***
β GARCH Volatility persistence	0.7223	107.96***
γ leverage Additional response to negative shocks	-0.3210	-15.98***

V-Lab

ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares Ultra VIX Short-Term Futures ETF Analyses