V-Lab
ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:91.67% (-6.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.61 | |
| 0.3443 | 18.24 | |
| 0.7284 | 106.59 | |
| -0.3030 | -14.75 |
Estimation Period:
Nov 8, 2011 to May 2, 2025
Nov 8, 2011 to May 2, 2025
News Impact Curve
Volatility Forecasts
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