V-Lab
ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:70.91% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.97 | |
| 0.3462 | 18.41 | |
| 0.7295 | 108.04 | |
| -0.3100 | -15.34 |
Estimation Period:
Nov 8, 2011 to Sep 12, 2025
Nov 8, 2011 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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