V-Lab
ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:74.03% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.57 | |
| 0.3395 | 18.16 | |
| 0.7326 | 108.13 | |
| -0.3031 | -15.06 |
Estimation Period:
Nov 8, 2011 to Jun 27, 2025
Nov 8, 2011 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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