V-Lab
ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:224.09% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.43 | |
| 0.3444 | 18.19 | |
| 0.7296 | 104.94 | |
| -0.3035 | -14.78 |
Estimation Period:
Nov 8, 2011 to Apr 11, 2025
Nov 8, 2011 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
Other ProShares Ultra VIX Short-Term Futures ETF Analyses
Other GJR-GARCH Analyses on ETFs