ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:91.84% (-7.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.06 | |
| 0.3461 | 18.60 | |
| 0.7291 | 108.50 | |
| -0.3103 | -15.49 |
Estimation Period:
Nov 8, 2011 to Nov 7, 2025
Nov 8, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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