ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:71.76% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.07 | |
| 0.3475 | 18.63 | |
| 0.7283 | 108.19 | |
| -0.3119 | -15.54 |
Estimation Period:
Nov 8, 2011 to Dec 12, 2025
Nov 8, 2011 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other ProShares Ultra VIX Short-Term Futures ETF Analyses
Other GJR-GARCH Analyses on ETFs