ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:92.33% (-6.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.06 | |
| 0.3449 | 18.58 | |
| 0.7297 | 108.61 | |
| -0.3097 | -15.51 |
Estimation Period:
Nov 8, 2011 to Nov 28, 2025
Nov 8, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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