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	param	t-stat
$ω$	5.0000	19.47
$α$	0.3504	18.99
$β$	0.7270	109.11
$γ$	-0.3150	-15.84

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