ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:160.04% (-17.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.03 | |
| 0.3460 | 18.45 | |
| 0.7298 | 108.22 | |
| -0.3103 | -15.41 |
Estimation Period:
Nov 8, 2011 to Oct 10, 2025
Nov 8, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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