ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:111.17% (-7.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.41 | |
| 0.3509 | 18.86 | |
| 0.7268 | 108.75 | |
| -0.3150 | -15.72 |
Estimation Period:
Nov 8, 2011 to Feb 6, 2026
Nov 8, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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