ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:71.96% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.30 | |
| 0.3509 | 18.77 | |
| 0.7268 | 108.28 | |
| -0.3148 | -15.64 |
Estimation Period:
Nov 8, 2011 to Jan 2, 2026
Nov 8, 2011 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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