V-Lab
ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 30th, 2025:98.78% (-9.40%)
Analysis last updated: Thursday, January 30, 2025 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.26 | |
| 0.3464 | 17.86 | |
| 0.7260 | 103.00 | |
| -0.3024 | -14.35 |
Estimation Period:
Nov 8, 2011 to Jan 24, 2025
Nov 8, 2011 to Jan 24, 2025
News Impact Curve
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